-11.5%
IREN vs UPST
-90.7%
+79.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | -1.1% | +21.2% | +20.5% |
| 7D | -9.6% | -4.9% | -4.7% | -8.2% |
| 30D | -44.1% | -8.9% | -35.2% | -42.2% |
| 3M | -42.9% | -26.3% | -16.6% | -36.2% |
| 6M | -64.5% | -23.7% | -40.8% | -61.0% |
| YTD | -42.7% | -49.9% | +7.2% | -27.5% |
| 1Y | -67.7% | -42.0% | -25.7% | -61.3% |
| 3Y | +547.9% | -25.3% | +573.2% | +441.1% |
| All | -11.5% | -90.7% | +79.2% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling