+115.5%
IBM vs URI
+200.7%
-85.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | +0.3% | -12.9% | +13.2% | +1.9% |
| 3M | -21.6% | -6.7% | -14.9% | -21.1% |
| 6M | -4.7% | +19.0% | -23.7% | -7.7% |
| YTD | -19.1% | +25.5% | -44.6% | -22.7% |
| 1Y | -2.5% | +5.5% | -8.0% | -4.1% |
| 3Y | +74.2% | +111.3% | -37.2% | +47.5% |
| All | +115.5% | +200.7% | -85.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling