+54.9%
IWM vs UPST
-21.5%
+76.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.1% |
| 7D | +0.3% | -4.5% | +4.8% | +0.7% |
| 30D | +0.6% | -15.3% | +15.9% | +2.1% |
| 3M | -6.2% | -32.4% | +26.2% | -2.9% |
| 6M | -0.8% | -29.5% | +28.8% | +2.1% |
| YTD | +14.8% | -53.3% | +68.1% | +21.8% |
| 1Y | +16.1% | -47.4% | +63.5% | +21.7% |
| 3Y | +71.5% | -2.2% | +73.7% | +61.7% |
| 5Y | +25.8% | -92.0% | +117.8% | +22.8% |
| All | +54.9% | -21.5% | +76.4% | +41.1% |
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