+38.2%
IYR vs UPST
+7.9%
+30.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.2% | -3.5% | +2.3% | -1.1% |
| 30D | -2.9% | -7.1% | +4.3% | -2.5% |
| 3M | +0.8% | -13.1% | +13.9% | +1.4% |
| 6M | +1.9% | -1.1% | +2.9% | +1.4% |
| YTD | +9.6% | -35.9% | +45.5% | +11.4% |
| 1Y | +8.1% | -57.4% | +65.5% | +11.9% |
| 3Y | +29.2% | -14.9% | +44.1% | +23.8% |
| 5Y | +4.3% | -88.7% | +92.9% | -2.0% |
| All | +38.2% | +7.9% | +30.3% | +34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling