-8.4%
UPST vs IFF
-10.7%
+2.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.3% |
| 30D | -13.2% | -0.3% | -12.9% | -12.9% |
| 3M | -13.0% | +18.6% | -31.5% | -24.6% |
| 6M | -2.9% | +17.4% | -20.2% | -19.0% |
| YTD | -38.3% | +28.5% | -66.8% | -53.5% |
| 1Y | -60.5% | +32.5% | -93.0% | -71.5% |
| 3Y | -11.7% | +34.1% | -45.8% | -37.7% |
| 5Y | -90.2% | -35.2% | -55.0% | -86.1% |
| All | -8.4% | -10.7% | +2.3% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IFF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling