+150.3%
CI vs URI
+1,189.1%
-1,038.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.0% |
| 7D | +2.6% | -6.0% | +8.6% | +3.9% |
| 30D | +7.3% | +4.6% | +2.7% | +5.9% |
| 3M | +9.5% | -2.7% | +12.2% | +9.6% |
| 6M | +6.4% | +18.4% | -11.9% | +1.0% |
| YTD | +12.0% | +37.4% | -25.3% | +1.1% |
| 1Y | +20.1% | +30.4% | -10.3% | +9.7% |
| 3Y | +9.6% | +147.9% | -138.3% | -20.1% |
| 5Y | +52.7% | +202.1% | -149.4% | +0.2% |
| 10Y | +150.3% | +1,182.4% | -1,032.2% | +4.2% |
| All | +150.3% | +1,189.1% | -1,038.8% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling