-16.8%
UPST vs IFF
+29.7%
-46.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.9% |
| 7D | -12.0% | -2.8% | -9.2% | -10.5% |
| 30D | -16.0% | -1.1% | -14.9% | -15.4% |
| 3M | -17.2% | +13.8% | -31.0% | -23.6% |
| 6M | -10.9% | +16.7% | -27.5% | -21.6% |
| YTD | -42.6% | +26.1% | -68.7% | -53.9% |
| 1Y | -59.8% | +33.5% | -93.3% | -69.8% |
| All | -16.8% | +29.7% | -46.4% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling