+147.3%
IBM vs URI
+1,173.3%
-1,026.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.3% |
| 7D | +1.6% | +6.7% | -5.2% | 0.0% |
| 30D | +9.2% | +8.9% | +0.3% | +6.9% |
| 3M | +4.9% | +0.5% | +4.4% | +4.4% |
| 6M | +16.8% | +20.7% | -3.9% | +10.8% |
| YTD | -14.3% | +40.0% | -54.3% | -23.1% |
| 1Y | -16.7% | +34.4% | -51.1% | -24.5% |
| 3Y | +82.2% | +149.5% | -67.2% | +35.5% |
| 5Y | +149.9% | +205.6% | -55.6% | +69.3% |
| All | +147.3% | +1,173.3% | -1,026.1% | +12.1% |
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