+148.2%
IEFA vs URI
+1,246.1%
-1,098.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.2% | -3.9% | -0.7% |
| 7D | -1.1% | +2.6% | -3.6% | -1.7% |
| 30D | +1.3% | +9.1% | -7.8% | -1.0% |
| 3M | -3.2% | +1.0% | -4.2% | -3.8% |
| 6M | +2.0% | +23.3% | -21.4% | -3.9% |
| YTD | +10.7% | +43.3% | -32.6% | -1.1% |
| 1Y | +13.0% | +35.9% | -23.0% | +2.3% |
| 3Y | +67.1% | +158.6% | -91.5% | +23.5% |
| 5Y | +49.4% | +213.1% | -163.7% | +1.5% |
| 10Y | +148.2% | +1,213.1% | -1,064.9% | +14.8% |
| All | +148.2% | +1,246.1% | -1,098.0% | +14.8% |
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