+39.2%
IYR vs UPST
-26.3%
+65.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.2% | -0.3% |
| 7D | -0.1% | -13.5% | +13.4% | +0.6% |
| 30D | +5.7% | -19.6% | +25.3% | +6.8% |
| 3M | -0.6% | -34.2% | +33.6% | +1.5% |
| 6M | +0.5% | -31.2% | +31.7% | +2.1% |
| YTD | +10.4% | -56.2% | +66.6% | +14.4% |
| 1Y | +9.2% | -51.7% | +60.9% | +12.3% |
| 3Y | +40.5% | -8.2% | +48.8% | +34.8% |
| 5Y | +5.9% | -92.8% | +98.7% | +1.5% |
| All | +39.2% | -26.3% | +65.6% | +37.9% |
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