-25.7%
UPST vs IONS
-23.2%
-2.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -2.0% |
| 7D | -4.9% | -9.4% | +4.5% | +0.7% |
| 30D | -8.9% | -10.7% | +1.9% | -2.9% |
| 3M | -26.3% | -27.7% | +1.3% | -12.4% |
| 6M | -23.7% | -48.7% | +25.0% | +5.2% |
| YTD | -49.9% | -50.2% | +0.2% | -30.6% |
| 1Y | -42.0% | -46.8% | +4.8% | -22.9% |
| 3Y | -25.3% | -14.8% | -10.4% | -35.6% |
| 5Y | -93.4% | +17.0% | -110.4% | -95.8% |
| All | -25.7% | -23.2% | -2.5% | -29.7% |
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