+68.8%
IEFA vs URI
+126.5%
-57.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +1.2% | +2.5% | -1.4% | +0.8% |
| 30D | -0.6% | -12.5% | +12.0% | +1.5% |
| 3M | +6.2% | -6.2% | +12.4% | +7.0% |
| 6M | +11.2% | +25.9% | -14.7% | +6.1% |
| YTD | +14.2% | +26.2% | -12.0% | +8.2% |
| 1Y | +20.0% | +5.5% | +14.5% | +17.6% |
| 3Y | +68.8% | +125.0% | -56.2% | +35.1% |
| All | +68.8% | +126.5% | -57.7% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling