+192.2%
IBM vs URA
-31.1%
+223.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.3% | +1.1% | -1.4% | -0.5% |
| 30D | +0.3% | +7.4% | -7.1% | -1.2% |
| 3M | -21.6% | -8.4% | -13.2% | -20.7% |
| 6M | -4.7% | -12.7% | +8.0% | -3.3% |
| YTD | -19.1% | +7.8% | -26.9% | -22.1% |
| 1Y | -2.5% | +19.5% | -22.0% | -9.1% |
| 3Y | +74.2% | +116.4% | -42.3% | +37.8% |
| 5Y | +113.1% | +134.3% | -21.1% | +57.6% |
| 10Y | +133.5% | +359.3% | -225.7% | +35.1% |
| All | +192.2% | -31.1% | +223.3% | +127.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling