+52.1%
IBN vs URA
+36.0%
+16.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.9% |
| 7D | +15.1% | -4.1% | +19.2% | +15.4% |
| 30D | +21.6% | -19.0% | +40.7% | +23.4% |
| 3M | +11.2% | -25.1% | +36.3% | +13.4% |
| 6M | +27.8% | -44.5% | +72.2% | +33.1% |
| YTD | +14.7% | -24.3% | +39.0% | +16.4% |
| 1Y | +14.4% | -28.1% | +42.5% | +16.4% |
| 3Y | +52.1% | +40.7% | +11.4% | +45.0% |
| All | +52.1% | +36.0% | +16.1% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling