-24.5%
UPST vs IRM
+375.0%
-399.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.4% | -2.1% |
| 7D | +4.4% | -3.8% | +8.2% | +7.5% |
| 30D | -7.7% | -3.2% | -4.5% | -5.4% |
| 3M | -28.4% | -7.8% | -20.6% | -24.0% |
| 6M | -23.2% | -12.7% | -10.5% | -14.7% |
| YTD | -49.1% | +36.7% | -85.8% | -65.0% |
| 1Y | -42.4% | +10.0% | -52.4% | -50.7% |
| 3Y | +5.4% | +107.2% | -101.9% | -53.9% |
| 5Y | -92.9% | +181.6% | -274.5% | -97.4% |
| All | -24.5% | +375.0% | -399.5% | -74.8% |
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