+990.2%
IBKR vs URA
+346.2%
+644.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +3.3% |
| 7D | -1.3% | -5.5% | +4.1% | +0.5% |
| 30D | -0.2% | -3.7% | +3.5% | +1.0% |
| 3M | +3.0% | -2.9% | +5.9% | +3.7% |
| 6M | +33.9% | -15.2% | +49.1% | +40.1% |
| YTD | +42.5% | +1.9% | +40.6% | +39.8% |
| 1Y | +44.9% | +6.9% | +37.9% | +38.4% |
| 3Y | +293.0% | +99.6% | +193.4% | +196.3% |
| 5Y | +497.7% | +101.2% | +396.5% | +324.8% |
| All | +990.2% | +346.2% | +644.0% | +387.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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