-30.7%
UPST vs IAG
+410.2%
-440.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -6.7% | -1.6% | -6.7% |
| 7D | -4.5% | +16.8% | -21.3% | -7.9% |
| 30D | -15.3% | -1.5% | -13.8% | -15.2% |
| 3M | -32.4% | +0.5% | -32.9% | -32.8% |
| 6M | -29.5% | -1.0% | -28.6% | -30.1% |
| YTD | -53.3% | +12.3% | -65.6% | -56.2% |
| 1Y | -47.4% | +39.2% | -86.6% | -53.0% |
| 3Y | -2.2% | +712.3% | -714.5% | -47.8% |
| 5Y | -92.0% | +484.2% | -576.3% | -95.8% |
| All | -30.7% | +410.2% | -440.9% | -63.6% |
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