-16.3%
UPST vs IBB
+64.8%
-81.1%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.3% |
| 7D | -3.5% | +1.4% | -5.0% | -5.7% |
| 30D | -7.1% | +10.5% | -17.6% | -21.2% |
| 3M | -13.1% | +23.6% | -36.7% | -39.3% |
| 6M | -1.1% | +22.6% | -23.7% | -30.4% |
| YTD | -35.9% | +25.7% | -61.5% | -57.2% |
| 1Y | -57.4% | +51.4% | -108.8% | -80.1% |
| All | -16.3% | +64.8% | -81.1% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling