-30.2%
UPST vs ITUB
+138.9%
-169.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.4% | -0.3% |
| 7D | -12.1% | +3.7% | -15.8% | -13.6% |
| 30D | -13.4% | -24.9% | +11.5% | -1.5% |
| 3M | -31.2% | +0.8% | -32.0% | -33.4% |
| 6M | -28.3% | -6.6% | -21.7% | -28.1% |
| YTD | -53.0% | +7.8% | -60.8% | -56.3% |
| 1Y | -47.2% | +7.4% | -54.6% | -50.9% |
| 3Y | -1.5% | +78.8% | -80.3% | -30.4% |
| 5Y | -91.6% | +179.9% | -271.5% | -95.5% |
| All | -30.2% | +138.9% | -169.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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