-10.4%
UPST vs IAG
+663.0%
-673.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +1.1% | +1.9% |
| 7D | -10.6% | -7.7% | -3.0% | -8.7% |
| 30D | -14.0% | +1.6% | -15.6% | -14.4% |
| 3M | -36.8% | -2.4% | -34.4% | -36.6% |
| 6M | -27.5% | -7.8% | -19.7% | -26.9% |
| YTD | -55.3% | +5.0% | -60.3% | -57.5% |
| 1Y | -47.5% | +25.7% | -73.2% | -52.5% |
| 3Y | -10.4% | +694.5% | -704.9% | -65.2% |
| All | -10.4% | +663.0% | -673.4% | -65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling