-93.5%
UPST vs IBB
+37.5%
-130.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -4.4% |
| 7D | -4.9% | -1.8% | -3.1% | -1.5% |
| 30D | -8.9% | +5.1% | -13.9% | -17.4% |
| 3M | -26.3% | +10.7% | -37.0% | -40.2% |
| 6M | -23.7% | +22.9% | -46.6% | -50.5% |
| YTD | -49.9% | +26.7% | -76.6% | -70.1% |
| 1Y | -42.0% | +35.1% | -77.1% | -69.7% |
| 3Y | -25.3% | +80.2% | -105.5% | -78.4% |
| All | -93.5% | +37.5% | -130.9% | -95.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling