-4.8%
UPST vs IFF
-10.0%
+5.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | -3.5% | -1.8% | -1.7% | -2.1% |
| 30D | -7.1% | -2.0% | -5.2% | -5.7% |
| 3M | -13.1% | +18.5% | -31.6% | -24.7% |
| 6M | -1.1% | +11.7% | -12.8% | -13.8% |
| YTD | -35.9% | +29.6% | -65.4% | -52.0% |
| 1Y | -57.4% | +35.0% | -92.4% | -69.8% |
| 3Y | -14.9% | +32.3% | -47.1% | -39.0% |
| 5Y | -88.7% | -34.6% | -54.1% | -84.1% |
| All | -4.8% | -10.0% | +5.2% | +1.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling