-57.7%
UPST vs IRE
-98.0%
+40.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -33.9% | +28.6% | -2.3% |
| 7D | -10.9% | -57.1% | +46.3% | -5.2% |
| 30D | -7.2% | -84.4% | +77.2% | +6.7% |
| 3M | -26.7% | -85.0% | +58.3% | -16.6% |
| 6M | -29.0% | -95.2% | +66.3% | -15.4% |
| YTD | -49.4% | -93.9% | +44.6% | -46.2% |
| 1Y | -47.0% | -98.8% | +51.9% | -38.2% |
| All | -57.7% | -98.0% | +40.3% | -53.0% |
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