+148.1%
IEFA vs URI
+1,173.3%
-1,025.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.2% | +6.7% | -4.5% | +0.6% |
| 30D | +1.1% | +8.9% | -7.8% | -1.2% |
| 3M | -4.3% | +0.5% | -4.8% | -4.8% |
| 6M | +1.4% | +20.7% | -19.3% | -4.0% |
| YTD | +10.1% | +40.0% | -30.0% | -1.1% |
| 1Y | +12.9% | +34.4% | -21.5% | +2.5% |
| 3Y | +65.8% | +149.5% | -83.7% | +23.5% |
| 5Y | +47.7% | +205.6% | -157.9% | +0.9% |
| All | +148.1% | +1,173.3% | -1,025.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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