+113.6%
IWF vs UPST
-0.4%
+114.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | -0.1% |
| 7D | +0.5% | -8.1% | +8.6% | +1.2% |
| 30D | -1.4% | -14.3% | +12.9% | -0.2% |
| 3M | +0.4% | -16.6% | +17.1% | +1.7% |
| 6M | +8.5% | -7.3% | +15.7% | +8.6% |
| YTD | +3.7% | -40.8% | +44.5% | +7.0% |
| 1Y | +8.5% | -62.4% | +70.9% | +15.3% |
| 3Y | +78.5% | -15.3% | +93.8% | +70.0% |
| 5Y | +73.6% | -91.1% | +164.7% | +65.3% |
| All | +113.6% | -0.4% | +114.1% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling