+20.0%
IWM vs UPST
-93.6%
+113.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -2.0% | -4.9% | +2.9% | -1.5% |
| 30D | -1.5% | -8.9% | +7.4% | -0.5% |
| 3M | -8.0% | -26.3% | +18.3% | -4.8% |
| 6M | -4.1% | -23.7% | +19.6% | -1.6% |
| YTD | +11.9% | -49.9% | +61.9% | +19.7% |
| 1Y | +15.0% | -42.0% | +57.0% | +20.6% |
| 3Y | +64.2% | -25.3% | +89.5% | +53.7% |
| All | +20.0% | -93.6% | +113.6% | +24.8% |
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 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