-4.8%
UPST vs IBB
+39.8%
-44.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -0.1% |
| 7D | -3.5% | +1.4% | -5.0% | -6.0% |
| 30D | -7.1% | +10.5% | -17.6% | -23.1% |
| 3M | -13.1% | +23.6% | -36.7% | -42.2% |
| 6M | -1.1% | +22.6% | -23.7% | -34.0% |
| YTD | -35.9% | +25.7% | -61.5% | -59.6% |
| 1Y | -57.4% | +51.4% | -108.8% | -81.6% |
| 3Y | -14.9% | +64.4% | -79.2% | -66.6% |
| 5Y | -88.7% | +22.1% | -110.8% | -92.4% |
| All | -4.8% | +39.8% | -44.6% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling