+91.9%
IREN vs UPST
-88.6%
+180.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.8% | +8.9% | +6.5% |
| 7D | +27.5% | -1.5% | +29.0% | +28.1% |
| 30D | +13.8% | -13.2% | +27.0% | +20.0% |
| 3M | -20.7% | -13.0% | -7.7% | -16.6% |
| 6M | +27.9% | -2.9% | +30.8% | +27.2% |
| YTD | +24.3% | -38.3% | +62.6% | +45.7% |
| 1Y | +79.2% | -60.5% | +139.6% | +144.0% |
| 3Y | +904.9% | -11.7% | +916.7% | +692.6% |
| All | +91.9% | -88.6% | +180.5% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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