+82.7%
IREN vs UPST
-88.1%
+170.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.9% |
| 7D | +26.0% | -3.5% | +29.6% | +27.7% |
| 30D | +14.9% | -7.1% | +22.0% | +18.2% |
| 3M | -27.8% | -13.1% | -14.7% | -23.7% |
| 6M | +1.9% | -1.1% | +3.0% | +0.8% |
| YTD | +18.3% | -35.9% | +54.2% | +36.8% |
| 1Y | +71.0% | -57.4% | +128.4% | +126.6% |
| 3Y | +882.0% | -14.9% | +896.8% | +686.3% |
| All | +82.7% | -88.1% | +170.8% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling