-90.8%
UPST vs INVH
-20.2%
-70.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | -8.8% | -3.0% | -5.8% | -5.7% |
| 30D | -12.1% | -7.5% | -4.5% | -4.3% |
| 3M | -19.5% | -5.5% | -14.0% | -14.8% |
| 6M | -6.8% | +11.7% | -18.5% | -19.4% |
| YTD | -41.5% | +1.3% | -42.8% | -44.0% |
| 1Y | -58.9% | -6.1% | -52.8% | -57.3% |
| 3Y | -15.2% | -9.8% | -5.4% | -9.8% |
| All | -90.8% | -20.2% | -70.6% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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