-14.8%
IREN vs UPST
-91.3%
+76.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.3% |
| 7D | -4.0% | -12.1% | +8.1% | +1.2% |
| 30D | -40.1% | -13.4% | -26.7% | -36.8% |
| 3M | -47.6% | -31.2% | -16.4% | -39.8% |
| 6M | -62.2% | -28.3% | -33.9% | -57.5% |
| YTD | -44.8% | -53.0% | +8.2% | -28.5% |
| 1Y | -63.7% | -47.2% | -16.5% | -54.8% |
| 3Y | +604.1% | -1.5% | +605.5% | +432.3% |
| All | -14.8% | -91.3% | +76.5% | -22.1% |
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