-90.7%
UPST vs IFF
-36.2%
-54.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -2.8% |
| 7D | -12.0% | -2.8% | -9.2% | -10.0% |
| 30D | -16.0% | -1.1% | -14.9% | -15.2% |
| 3M | -17.2% | +13.8% | -31.0% | -25.5% |
| 6M | -10.9% | +16.7% | -27.5% | -25.0% |
| YTD | -42.6% | +26.1% | -68.7% | -55.9% |
| 1Y | -59.8% | +33.5% | -93.3% | -71.2% |
| 3Y | -17.9% | +31.6% | -49.5% | -41.0% |
| 5Y | -90.7% | -34.9% | -55.8% | -87.0% |
| All | -90.7% | -36.2% | -54.5% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling