+82.1%
IBM vs URI
+161.0%
-78.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.9% | -6.4% | -0.1% |
| 7D | -2.5% | -4.0% | +1.5% | -2.2% |
| 30D | +8.4% | +6.8% | +1.6% | +7.7% |
| 3M | +4.5% | -2.8% | +7.3% | +4.5% |
| 6M | +7.9% | +20.9% | -13.0% | +5.7% |
| YTD | -15.2% | +40.2% | -55.5% | -19.1% |
| 1Y | -17.6% | +34.1% | -51.7% | -20.7% |
| 3Y | +82.1% | +164.1% | -82.1% | +48.5% |
| All | +82.1% | +161.0% | -78.9% | +48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling