-12.4%
IREN vs UPST
-90.6%
+78.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.7% |
| 7D | -2.8% | +4.4% | -7.2% | -4.8% |
| 30D | -39.2% | -7.7% | -31.5% | -37.4% |
| 3M | -48.1% | -28.4% | -19.6% | -41.3% |
| 6M | -65.0% | -23.2% | -41.8% | -61.7% |
| YTD | -43.3% | -49.1% | +5.8% | -28.8% |
| 1Y | -65.7% | -42.4% | -23.3% | -58.7% |
| 3Y | +620.9% | +5.4% | +615.5% | +430.8% |
| All | -12.4% | -90.6% | +78.1% | -22.4% |
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