+18.9%
IWM vs UPST
-48.7%
+67.6%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | -0.1% |
| 7D | +1.0% | -3.1% | +4.1% | +1.4% |
| 30D | +0.2% | -4.0% | +4.2% | +0.7% |
| 3M | -5.6% | -22.9% | +17.3% | -1.7% |
| 6M | +2.7% | -27.1% | +29.8% | +7.3% |
| YTD | +16.2% | -46.5% | +62.7% | +25.1% |
| 1Y | +18.9% | -49.4% | +68.4% | +28.8% |
| All | +18.9% | -48.7% | +67.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling