-93.5%
UPST vs IOVA
-67.9%
-25.6%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -2.0% |
| 7D | -4.9% | -5.2% | +0.3% | -4.0% |
| 30D | -8.9% | -37.8% | +28.9% | -1.6% |
| 3M | -26.3% | +29.5% | -55.8% | -34.4% |
| 6M | -23.7% | +96.6% | -120.3% | -41.7% |
| YTD | -49.9% | +194.5% | -244.4% | -67.0% |
| 1Y | -42.0% | +248.1% | -290.0% | -63.7% |
| 3Y | -25.3% | +86.1% | -111.4% | -59.2% |
| All | -93.5% | -67.9% | -25.6% | -94.1% |
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