-12.1%
UPST vs IAG
+465.8%
-478.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.1% | -6.2% | -4.5% |
| 7D | -8.1% | +1.7% | -9.8% | -8.5% |
| 30D | -14.3% | +11.4% | -25.7% | -16.5% |
| 3M | -16.6% | +33.0% | -49.7% | -22.4% |
| 6M | -7.3% | -6.0% | -1.3% | -7.6% |
| YTD | -40.8% | +24.6% | -65.4% | -45.6% |
| 1Y | -62.4% | +105.0% | -167.4% | -69.8% |
| 3Y | -15.3% | +837.9% | -853.2% | -56.1% |
| 5Y | -91.1% | +817.0% | -908.0% | -95.8% |
| All | -12.1% | +465.8% | -478.0% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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