-60.5%
UPST vs IRM
+31.5%
-91.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.7% | -3.1% | -3.4% |
| 7D | -1.5% | +1.6% | -3.1% | -2.4% |
| 30D | -13.2% | -4.2% | -9.0% | -11.5% |
| 3M | -13.0% | -5.4% | -7.6% | -11.4% |
| 6M | -2.9% | +12.0% | -14.9% | -11.8% |
| YTD | -38.3% | +42.0% | -80.3% | -53.6% |
| 1Y | -60.5% | +29.9% | -90.3% | -67.1% |
| All | -60.5% | +31.5% | -91.9% | -67.1% |
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