+1,421.8%
IBKR vs URI
+3,000.7%
-1,578.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | +0.6% | +2.5% | -1.9% | -0.1% |
| 30D | +3.7% | -12.5% | +16.2% | +7.7% |
| 3M | +4.2% | -6.2% | +10.4% | +5.6% |
| 6M | +36.6% | +25.9% | +10.8% | +25.5% |
| YTD | +41.9% | +26.2% | +15.7% | +29.5% |
| 1Y | +49.5% | +5.5% | +44.0% | +43.5% |
| 3Y | +291.3% | +125.0% | +166.4% | +195.4% |
| 5Y | +492.7% | +210.4% | +282.3% | +299.6% |
| 10Y | +994.0% | +1,157.2% | -163.2% | +366.1% |
| All | +1,421.8% | +3,000.7% | -1,578.8% | +185.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling