-57.4%
UPST vs IOVA
+299.5%
-357.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.7% |
| 7D | -3.5% | +9.7% | -13.3% | -4.1% |
| 30D | -7.1% | +102.5% | -109.7% | -11.8% |
| 3M | -13.1% | +100.7% | -113.8% | -17.8% |
| 6M | -1.1% | +106.3% | -107.4% | -7.6% |
| YTD | -35.9% | +222.0% | -257.8% | -43.0% |
| 1Y | -57.4% | +299.5% | -357.0% | -60.7% |
| All | -57.4% | +299.5% | -357.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 1y: compounded portfolio wealth divided by compounded IOVA 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…
1y analysis · Full analysis span regression · 6 months rolling