+40.4%
IYR vs UPST
-21.5%
+61.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.3% | +8.1% | +0.3% |
| 7D | +2.1% | -4.5% | +6.6% | +2.3% |
| 30D | +7.2% | -15.3% | +22.5% | +8.0% |
| 3M | +0.4% | -32.4% | +32.8% | +2.3% |
| 6M | +1.4% | -29.5% | +31.0% | +2.9% |
| YTD | +11.3% | -53.3% | +64.7% | +14.9% |
| 1Y | +10.5% | -47.4% | +57.8% | +13.1% |
| 3Y | +41.7% | -2.2% | +43.9% | +35.4% |
| 5Y | +7.1% | -92.0% | +99.1% | +2.2% |
| All | +40.4% | -21.5% | +61.9% | +38.6% |
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