-25.3%
UPST vs IRM
+90.1%
-115.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -2.0% |
| 7D | -4.9% | -8.6% | +3.7% | +2.3% |
| 30D | -8.9% | -8.0% | -0.9% | -2.6% |
| 3M | -26.3% | -12.0% | -14.3% | -18.8% |
| 6M | -23.7% | -18.2% | -5.6% | -10.9% |
| YTD | -49.9% | +31.4% | -81.3% | -64.5% |
| 1Y | -42.0% | +9.2% | -51.1% | -50.2% |
| 3Y | -25.3% | +94.6% | -119.9% | -81.0% |
| All | -25.3% | +90.1% | -115.4% | -81.0% |
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