+149.6%
IBM vs URI
+1,374.0%
-1,224.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.1% |
| 7D | -5.0% | -9.8% | +4.8% | -2.9% |
| 30D | +11.1% | +1.7% | +9.4% | +10.6% |
| 3M | +5.7% | -9.1% | +14.8% | +7.6% |
| 6M | +10.1% | +9.9% | +0.3% | +6.9% |
| YTD | -15.6% | +31.2% | -46.8% | -22.9% |
| 1Y | -19.5% | +25.9% | -45.5% | -25.8% |
| 3Y | +80.4% | +147.4% | -67.0% | +35.0% |
| 5Y | +140.0% | +179.7% | -39.8% | +67.7% |
| All | +149.6% | +1,374.0% | -1,224.4% | +19.9% |
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