-10.4%
UPST vs IRM
+112.1%
-122.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.8% |
| 7D | -10.6% | +6.8% | -17.4% | -15.8% |
| 30D | -14.0% | +2.6% | -16.6% | -16.5% |
| 3M | -36.8% | -9.5% | -27.4% | -32.0% |
| 6M | -27.5% | -8.5% | -19.0% | -23.4% |
| YTD | -55.3% | +40.3% | -95.5% | -70.3% |
| 1Y | -47.5% | +28.7% | -76.2% | -61.9% |
| 3Y | -10.4% | +111.8% | -122.3% | -82.5% |
| All | -10.4% | +112.1% | -122.5% | -82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling