-62.6%
UPST vs IRE
-98.1%
+35.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -14.4% | +16.5% | +3.4% |
| 7D | -10.6% | -31.8% | +21.2% | -7.8% |
| 30D | -14.0% | -71.8% | +57.8% | -6.5% |
| 3M | -36.8% | -88.9% | +52.1% | -26.5% |
| 6M | -27.5% | -95.4% | +67.8% | -13.3% |
| YTD | -55.3% | -94.2% | +39.0% | -52.6% |
| 1Y | -47.5% | -97.1% | +49.5% | -42.6% |
| All | -62.6% | -98.1% | +35.5% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling