+314.2%
IBN vs URA
+369.2%
-55.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -5.1% | +5.7% | -10.8% | -6.2% |
| 30D | -3.5% | +5.6% | -9.1% | -4.8% |
| 3M | +11.3% | +6.2% | +5.1% | +9.3% |
| 6M | +4.4% | -8.2% | +12.7% | +5.1% |
| YTD | -1.8% | +9.7% | -11.5% | -6.0% |
| 1Y | -8.0% | +17.0% | -25.0% | -14.4% |
| 3Y | +27.1% | +118.5% | -91.4% | -3.9% |
| 5Y | +54.5% | +134.3% | -79.8% | +8.3% |
| 10Y | +314.2% | +377.5% | -63.3% | +119.2% |
| All | +314.2% | +369.2% | -55.0% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling