+293.0%
IBKR vs URA
+101.1%
+191.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.4% | +3.4% |
| 7D | -1.3% | -5.5% | +4.1% | +0.6% |
| 30D | -0.2% | -3.7% | +3.5% | +1.1% |
| 3M | +3.0% | -2.9% | +5.9% | +3.6% |
| 6M | +33.9% | -15.2% | +49.1% | +40.3% |
| YTD | +42.5% | +1.9% | +40.6% | +39.5% |
| 1Y | +44.9% | +6.9% | +37.9% | +37.8% |
| 3Y | +293.0% | +99.6% | +193.4% | +198.1% |
| All | +293.0% | +101.1% | +191.9% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling