+897.3%
IREN vs UPST
-11.9%
+909.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.8% |
| 7D | +26.0% | -3.5% | +29.6% | +27.6% |
| 30D | +14.9% | -7.1% | +22.0% | +17.9% |
| 3M | -27.8% | -13.1% | -14.7% | -24.1% |
| 6M | +1.9% | -1.1% | +3.0% | +1.1% |
| YTD | +18.3% | -35.9% | +54.2% | +34.4% |
| 1Y | +71.0% | -57.4% | +128.4% | +118.1% |
| All | +897.3% | -11.9% | +909.3% | +843.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling