-91.6%
UPST vs IRM
+187.5%
-279.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.9% | +2.9% |
| 7D | -10.6% | +6.8% | -17.4% | -17.0% |
| 30D | -14.0% | +2.6% | -16.6% | -17.2% |
| 3M | -36.8% | -9.5% | -27.4% | -31.2% |
| 6M | -27.5% | -8.5% | -19.0% | -22.9% |
| YTD | -55.3% | +40.3% | -95.5% | -72.5% |
| 1Y | -47.5% | +28.7% | -76.2% | -64.3% |
| 3Y | -10.4% | +111.8% | -122.3% | -72.1% |
| All | -91.6% | +187.5% | -279.1% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling