-48.1%
UPST vs IRM
+14.7%
-62.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | -12.1% | -5.3% | -6.8% | -9.7% |
| 30D | -13.4% | -2.3% | -11.1% | -12.4% |
| 3M | -31.2% | -7.4% | -23.8% | -28.6% |
| 6M | -28.3% | -12.2% | -16.1% | -23.7% |
| YTD | -53.0% | +38.6% | -91.6% | -64.7% |
| All | -48.1% | +14.7% | -62.8% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling