-93.0%
UPST vs IAG
+505.2%
-598.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.2% | -8.3% | -2.8% |
| 7D | -4.9% | +21.4% | -26.3% | -9.3% |
| 30D | -8.9% | +4.0% | -12.9% | -9.9% |
| 3M | -26.3% | +17.0% | -43.4% | -29.3% |
| 6M | -23.7% | +1.4% | -25.1% | -24.8% |
| YTD | -49.9% | +13.8% | -63.7% | -53.2% |
| 1Y | -42.0% | +55.8% | -97.8% | -49.6% |
| 3Y | -25.3% | +647.4% | -672.7% | -59.7% |
| All | -93.0% | +505.2% | -598.2% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling