-35.0%
UPST vs IONS
-46.8%
+11.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.6% | -3.3% | -4.9% |
| 7D | -13.5% | -29.6% | +16.1% | +2.4% |
| 30D | -19.6% | -35.6% | +15.9% | +0.2% |
| 3M | -34.2% | -51.7% | +17.5% | -4.5% |
| 6M | -31.2% | -64.0% | +32.8% | +12.5% |
| YTD | -56.2% | -65.5% | +9.3% | -27.5% |
| 1Y | -51.7% | -62.4% | +10.8% | -24.0% |
| 3Y | -8.2% | -41.1% | +32.8% | -5.7% |
| 5Y | -92.8% | -16.5% | -76.3% | -94.6% |
| All | -35.0% | -46.8% | +11.8% | -26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling