-4.8%
UPST vs IOVA
-81.7%
+76.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -1.9% |
| 7D | -3.5% | +9.7% | -13.3% | -5.5% |
| 30D | -7.1% | +102.5% | -109.7% | -23.1% |
| 3M | -13.1% | +100.7% | -113.8% | -29.1% |
| 6M | -1.1% | +106.3% | -107.4% | -21.9% |
| YTD | -35.9% | +222.0% | -257.8% | -55.6% |
| 1Y | -57.4% | +299.5% | -357.0% | -73.0% |
| 3Y | -14.9% | +42.9% | -57.8% | -44.5% |
| 5Y | -88.7% | -65.0% | -23.7% | -90.9% |
| All | -4.8% | -81.7% | +76.9% | -5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling