+237.7%
IBN vs URA
-31.1%
+268.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | -0.3% | +7.4% | -7.7% | -2.6% |
| 3M | +17.1% | -8.4% | +25.5% | +18.9% |
| 6M | +3.4% | -12.7% | +16.1% | +5.6% |
| YTD | +2.5% | +7.8% | -5.3% | -2.8% |
| 1Y | -4.2% | +19.5% | -23.6% | -13.6% |
| 3Y | +32.4% | +116.4% | -84.0% | -7.0% |
| 5Y | +59.2% | +134.3% | -75.1% | +1.5% |
| 10Y | +345.7% | +359.3% | -13.6% | +98.4% |
| All | +237.7% | -31.1% | +268.8% | +176.0% |
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 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