+23.7%
IWM vs UPST
-92.2%
+115.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.9% | +5.2% | -0.8% |
| 7D | +2.8% | -13.5% | +16.3% | +4.6% |
| 30D | +0.6% | -19.6% | +20.3% | +3.2% |
| 3M | -7.8% | -34.2% | +26.4% | -3.2% |
| 6M | -1.0% | -31.2% | +30.2% | +2.9% |
| YTD | +13.9% | -56.2% | +70.1% | +23.8% |
| 1Y | +15.4% | -51.7% | +67.1% | +23.8% |
| 3Y | +70.2% | -8.2% | +78.5% | +56.6% |
| 5Y | +23.7% | -92.8% | +116.4% | +30.5% |
| All | +23.7% | -92.2% | +115.9% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling