-4.8%
UPST vs IAG
+464.2%
-469.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.5% | -1.1% |
| 7D | -3.5% | -0.5% | -3.0% | -3.4% |
| 30D | -7.1% | +28.9% | -36.0% | -12.6% |
| 3M | -13.1% | +19.1% | -32.2% | -17.0% |
| 6M | -1.1% | -10.3% | +9.2% | -0.4% |
| YTD | -35.9% | +24.2% | -60.1% | -41.0% |
| 1Y | -57.4% | +116.5% | -173.9% | -66.3% |
| 3Y | -14.9% | +742.8% | -757.7% | -54.9% |
| 5Y | -88.7% | +753.3% | -842.0% | -94.6% |
| All | -4.8% | +464.2% | -469.0% | -51.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling