-89.3%
UPST vs IOVA
-64.9%
-24.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.9% |
| 7D | -3.5% | +9.7% | -13.3% | -5.6% |
| 30D | -7.1% | +102.5% | -109.7% | -24.0% |
| 3M | -13.1% | +100.7% | -113.8% | -30.1% |
| 6M | -1.1% | +106.3% | -107.4% | -23.1% |
| YTD | -35.9% | +222.0% | -257.8% | -56.8% |
| 1Y | -57.4% | +299.5% | -357.0% | -73.9% |
| 3Y | -14.9% | +42.9% | -57.8% | -47.5% |
| All | -89.3% | -64.9% | -24.4% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling