-4.8%
UPST vs IRM
+396.9%
-401.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -3.2% |
| 7D | -3.5% | -0.5% | -3.1% | -3.3% |
| 30D | -7.1% | -8.1% | +1.0% | -0.1% |
| 3M | -13.1% | -9.7% | -3.4% | -5.8% |
| 6M | -1.1% | +10.0% | -11.1% | -12.5% |
| YTD | -35.9% | +43.0% | -78.9% | -57.3% |
| 1Y | -57.4% | +32.7% | -90.1% | -69.7% |
| 3Y | -14.9% | +102.7% | -117.6% | -61.3% |
| 5Y | -88.7% | +187.6% | -276.2% | -96.0% |
| All | -4.8% | +396.9% | -401.7% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling