-91.1%
UPST vs ITUB
+186.4%
-277.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.3% | -2.6% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | -14.3% | +2.6% | -16.9% | -15.5% |
| 3M | -16.6% | +8.4% | -25.1% | -20.5% |
| 6M | -7.3% | -0.5% | -6.7% | -7.0% |
| YTD | -40.8% | +15.3% | -56.1% | -45.1% |
| 1Y | -62.4% | +28.7% | -91.1% | -67.2% |
| 3Y | -15.3% | +118.7% | -134.0% | -42.7% |
| 5Y | -91.1% | +182.7% | -273.7% | -94.9% |
| All | -91.1% | +186.4% | -277.4% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling