-4.2%
IBN vs URA
+17.2%
-21.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | -0.3% | +7.4% | -7.7% | -0.9% |
| 3M | +17.1% | -8.4% | +25.5% | +17.5% |
| 6M | +3.4% | -12.7% | +16.1% | +3.5% |
| YTD | +2.5% | +7.8% | -5.3% | +2.7% |
| 1Y | -4.2% | +19.5% | -23.6% | -4.5% |
| All | -4.2% | +17.2% | -21.4% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling