-24.5%
UPST vs IOVA
-83.0%
+58.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.3% |
| 7D | +4.4% | +1.9% | +2.5% | +3.8% |
| 30D | -7.7% | -44.1% | +36.4% | +1.9% |
| 3M | -28.4% | +28.9% | -57.3% | -35.8% |
| 6M | -23.2% | +125.7% | -148.9% | -42.1% |
| YTD | -49.1% | +199.3% | -248.4% | -65.7% |
| 1Y | -42.4% | +255.2% | -297.6% | -63.2% |
| 3Y | +5.4% | +106.8% | -101.5% | -40.5% |
| 5Y | -92.9% | -67.1% | -25.8% | -94.5% |
| All | -24.5% | -83.0% | +58.5% | -26.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling