+16.1%
IWM vs UPST
-48.7%
+64.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.6% | +0.9% |
| 7D | +0.3% | -4.5% | +4.8% | +1.1% |
| 30D | +0.6% | -15.3% | +15.9% | +3.4% |
| 3M | -6.2% | -32.4% | +26.2% | +0.2% |
| 6M | -0.8% | -29.5% | +28.8% | +4.6% |
| YTD | +14.8% | -53.3% | +68.1% | +27.2% |
| 1Y | +16.1% | -47.4% | +63.5% | +23.4% |
| All | +16.1% | -48.7% | +64.8% | +23.4% |
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 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