+68.6%
IWF vs UPST
+2.1%
+66.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.7% |
| 7D | -1.0% | +4.4% | -5.5% | -1.5% |
| 30D | -10.1% | -7.7% | -2.4% | -9.4% |
| 3M | -7.6% | -28.4% | +20.8% | -4.6% |
| 6M | -6.7% | -23.2% | +16.4% | -4.6% |
| YTD | -2.5% | -49.1% | +46.6% | +2.8% |
| 1Y | -2.1% | -42.4% | +40.3% | +1.9% |
| 3Y | +68.6% | +5.4% | +63.3% | +68.0% |
| All | +68.6% | +2.1% | +66.6% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling