+277.7%
IBN vs URA
-51.6%
+329.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.0% |
| 7D | +15.1% | -4.1% | +19.2% | +16.3% |
| 30D | +21.6% | -19.0% | +40.7% | +28.4% |
| 3M | +11.2% | -25.1% | +36.3% | +19.3% |
| 6M | +27.8% | -44.5% | +72.2% | +47.7% |
| YTD | +14.7% | -24.3% | +39.0% | +19.1% |
| 1Y | +14.4% | -28.1% | +42.5% | +20.0% |
| 3Y | +52.1% | +40.7% | +11.4% | +20.8% |
| 5Y | +70.7% | +35.5% | +35.3% | +30.6% |
| 10Y | +385.5% | +281.2% | +104.4% | +120.6% |
| All | +277.7% | -51.6% | +329.3% | +238.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling