-13.2%
UPST vs IFF
-12.8%
-0.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.4% |
| 7D | -8.8% | -3.2% | -5.6% | -6.4% |
| 30D | -12.1% | -0.3% | -11.8% | -11.8% |
| 3M | -19.5% | +8.4% | -27.9% | -25.1% |
| 6M | -6.8% | +23.0% | -29.9% | -25.5% |
| YTD | -41.5% | +25.5% | -66.9% | -55.1% |
| 1Y | -58.9% | +29.1% | -87.9% | -69.7% |
| 3Y | -15.2% | +31.7% | -46.8% | -39.3% |
| 5Y | -90.5% | -35.2% | -55.3% | -86.7% |
| All | -13.2% | -12.8% | -0.3% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling