+142.2%
IEFA vs URI
+1,233.8%
-1,091.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | 0.0% |
| 7D | -2.4% | -0.5% | -1.9% | -2.3% |
| 30D | -2.1% | -13.4% | +11.3% | +1.1% |
| 3M | +5.5% | -6.2% | +11.7% | +6.7% |
| 6M | +8.1% | +28.0% | -19.9% | +0.5% |
| YTD | +11.9% | +23.0% | -11.0% | +4.3% |
| 1Y | +18.1% | +5.5% | +12.5% | +14.0% |
| 3Y | +65.5% | +119.2% | -53.7% | +28.3% |
| 5Y | +50.1% | +201.0% | -151.0% | +3.9% |
| All | +142.2% | +1,233.8% | -1,091.7% | +18.6% |
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