-30.7%
UPST vs IBB
+43.2%
-74.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.1% | -7.2% | -6.3% |
| 7D | -4.5% | +0.8% | -5.3% | -5.8% |
| 30D | -15.3% | +5.2% | -20.5% | -22.7% |
| 3M | -32.4% | +8.6% | -41.0% | -42.4% |
| 6M | -29.5% | +27.8% | -57.3% | -56.3% |
| YTD | -53.3% | +28.8% | -82.1% | -72.0% |
| 1Y | -47.4% | +36.4% | -83.8% | -71.7% |
| 3Y | -2.2% | +89.3% | -91.5% | -71.6% |
| 5Y | -92.0% | +43.3% | -135.3% | -95.7% |
| All | -30.7% | +43.2% | -74.0% | -65.6% |
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