+9.5%
IBM vs URI
+12.6%
-3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -2.8% |
| 7D | -4.3% | -12.9% | +8.6% | -4.4% |
| 30D | +11.7% | -3.4% | +15.1% | +11.6% |
| 3M | +5.5% | -10.0% | +15.5% | +4.6% |
| 6M | +9.5% | +12.2% | -2.7% | +21.6% |
| All | +9.5% | +12.6% | -3.2% | +21.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling