-58.2%
UPST vs IRE
-97.2%
+39.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +39.6% | -40.7% | -4.5% |
| 7D | -4.9% | -27.2% | +22.3% | -4.0% |
| 30D | -8.9% | -75.1% | +66.3% | +0.1% |
| 3M | -26.3% | -77.9% | +51.5% | -19.4% |
| 6M | -23.7% | -94.6% | +70.9% | -9.9% |
| YTD | -49.9% | -91.5% | +41.6% | -48.6% |
| 1Y | -42.0% | -97.8% | +55.9% | -35.8% |
| All | -58.2% | -97.2% | +39.0% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling