-8.4%
UPST vs IRM
+393.5%
-402.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.2% |
| 7D | -1.5% | +1.6% | -3.1% | -3.1% |
| 30D | -13.2% | -4.2% | -9.0% | -10.2% |
| 3M | -13.0% | -5.4% | -7.6% | -10.0% |
| 6M | -2.9% | +12.0% | -14.9% | -15.6% |
| YTD | -38.3% | +42.0% | -80.3% | -58.6% |
| 1Y | -60.5% | +29.9% | -90.3% | -71.2% |
| 3Y | -11.7% | +104.4% | -116.1% | -60.2% |
| 5Y | -90.2% | +191.0% | -281.2% | -96.5% |
| All | -8.4% | +393.5% | -402.0% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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