-91.6%
UPST vs IOVA
-63.3%
-28.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.8% |
| 7D | -10.6% | -3.5% | -7.2% | -9.9% |
| 30D | -14.0% | -45.4% | +31.4% | -4.3% |
| 3M | -36.8% | +19.0% | -55.9% | -42.5% |
| 6M | -27.5% | +112.0% | -139.6% | -45.3% |
| YTD | -55.3% | +184.2% | -239.5% | -70.1% |
| 1Y | -47.5% | +222.0% | -269.5% | -66.4% |
| 3Y | -10.4% | +92.6% | -103.0% | -51.8% |
| All | -91.6% | -63.3% | -28.4% | -93.4% |
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