-49.4%
UPST vs IRE
-97.6%
+48.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -23.2% | +32.6% | +11.3% |
| 7D | -3.1% | -46.8% | +43.7% | +1.3% |
| 30D | -4.0% | -75.5% | +71.5% | +6.3% |
| 3M | -22.9% | -79.4% | +56.5% | -14.6% |
| 6M | -27.1% | -91.3% | +64.2% | -18.3% |
| YTD | -46.5% | -90.8% | +44.3% | -44.9% |
| 1Y | -49.4% | -97.7% | +48.3% | -43.7% |
| All | -49.4% | -97.6% | +48.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling