+990.2%
IBKR vs URI
+1,233.9%
-243.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -1.3% | -2.1% | +0.7% | -0.7% |
| 30D | -0.2% | -12.4% | +12.2% | +4.5% |
| 3M | +3.0% | -7.3% | +10.2% | +4.9% |
| 6M | +33.9% | +27.2% | +6.7% | +19.9% |
| YTD | +42.5% | +23.0% | +19.5% | +28.1% |
| 1Y | +44.9% | +3.9% | +40.9% | +38.2% |
| 3Y | +293.0% | +121.6% | +171.4% | +175.0% |
| 5Y | +497.7% | +201.1% | +296.6% | +261.6% |
| All | +990.2% | +1,233.9% | -243.7% | +271.4% |
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