-24.5%
UPST vs IBB
+44.8%
-69.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.1% | -3.3% |
| 7D | +4.4% | +2.7% | +1.7% | -0.6% |
| 30D | -7.7% | +6.3% | -14.0% | -17.5% |
| 3M | -28.4% | +11.1% | -39.5% | -41.6% |
| 6M | -23.2% | +29.2% | -52.4% | -53.4% |
| YTD | -49.1% | +30.2% | -79.3% | -70.1% |
| 1Y | -42.4% | +39.5% | -81.9% | -70.4% |
| 3Y | +5.4% | +92.3% | -87.0% | -70.4% |
| 5Y | -92.9% | +43.0% | -135.9% | -96.2% |
| All | -24.5% | +44.8% | -69.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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