-30.2%
UPST vs IONS
-44.8%
+14.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.5% |
| 7D | -12.1% | -29.4% | +17.4% | +4.0% |
| 30D | -13.4% | -35.1% | +21.7% | +7.5% |
| 3M | -31.2% | -48.9% | +17.7% | -3.4% |
| 6M | -28.3% | -62.4% | +34.1% | +14.3% |
| YTD | -53.0% | -64.2% | +11.2% | -23.7% |
| 1Y | -47.2% | -60.9% | +13.7% | -18.8% |
| 3Y | -1.5% | -38.9% | +37.4% | -0.8% |
| 5Y | -91.6% | -15.6% | -76.1% | -93.8% |
| All | -30.2% | -44.8% | +14.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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