-19.3%
IREN vs UPST
-91.3%
+72.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -8.3% | +0.4% | -4.7% |
| 7D | -19.3% | -4.5% | -14.8% | -18.2% |
| 30D | -43.9% | -15.3% | -28.6% | -40.3% |
| 3M | -49.1% | -32.4% | -16.6% | -41.2% |
| 6M | -67.8% | -29.5% | -38.2% | -63.5% |
| YTD | -47.8% | -53.3% | +5.6% | -32.1% |
| 1Y | -67.2% | -47.4% | -19.9% | -59.1% |
| 3Y | +566.6% | -2.2% | +568.8% | +405.3% |
| All | -19.3% | -91.3% | +72.0% | -26.0% |
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