+205.2%
IEFA vs URI
+2,828.8%
-2,623.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.5% | -0.1% |
| 7D | +1.1% | -6.0% | +7.1% | +2.4% |
| 30D | +0.7% | +4.6% | -3.9% | -0.5% |
| 3M | -3.4% | -2.7% | -0.7% | -3.1% |
| 6M | +1.5% | +18.4% | -16.9% | -3.2% |
| YTD | +10.4% | +37.4% | -27.0% | +0.2% |
| 1Y | +13.4% | +30.4% | -17.0% | +4.2% |
| 3Y | +66.7% | +147.9% | -81.2% | +27.0% |
| 5Y | +49.5% | +202.1% | -152.6% | +5.6% |
| 10Y | +145.8% | +1,182.4% | -1,036.7% | +14.3% |
| All | +205.2% | +2,828.8% | -2,623.6% | +15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling