-33.6%
UPST vs IBB
+40.1%
-73.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.9% |
| 7D | -10.6% | -0.5% | -10.1% | -9.6% |
| 30D | -14.0% | +4.6% | -18.5% | -20.3% |
| 3M | -36.8% | +6.8% | -43.7% | -44.4% |
| 6M | -27.5% | +23.1% | -50.6% | -51.7% |
| YTD | -55.3% | +26.0% | -81.3% | -72.1% |
| 1Y | -47.5% | +30.4% | -77.9% | -69.3% |
| 3Y | -10.4% | +85.4% | -95.9% | -73.0% |
| 5Y | -92.6% | +39.7% | -132.3% | -95.8% |
| All | -33.6% | +40.1% | -73.8% | -65.7% |
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