+931.0%
IBM vs URI
+7,377.6%
-6,446.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.3% | -1.7% |
| 7D | -4.3% | -12.9% | +8.6% | -2.2% |
| 30D | +11.7% | -3.4% | +15.1% | +12.2% |
| 3M | +5.5% | -10.0% | +15.5% | +7.1% |
| 6M | +9.5% | +12.2% | -2.7% | +6.7% |
| YTD | -14.9% | +29.8% | -44.6% | -20.2% |
| 1Y | -17.4% | +24.6% | -42.0% | -22.0% |
| 3Y | +83.3% | +137.6% | -54.3% | +52.0% |
| 5Y | +142.1% | +176.6% | -34.6% | +91.4% |
| 10Y | +157.2% | +1,402.6% | -1,245.4% | +46.9% |
| All | +931.0% | +7,377.6% | -6,446.6% | +222.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling