+217.5%
IEFA vs URI
+2,576.7%
-2,359.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.2% |
| 7D | +0.6% | -2.0% | +2.6% | +1.0% |
| 30D | +1.0% | -12.9% | +14.0% | +4.2% |
| 3M | +4.7% | -6.7% | +11.4% | +6.0% |
| 6M | +8.6% | +19.0% | -10.4% | +2.9% |
| YTD | +14.8% | +25.5% | -10.7% | +6.7% |
| 1Y | +22.6% | +5.5% | +17.1% | +18.5% |
| 3Y | +67.0% | +111.3% | -44.3% | +32.3% |
| 5Y | +52.3% | +198.6% | -146.3% | +7.8% |
| 10Y | +147.3% | +1,179.9% | -1,032.6% | +15.1% |
| All | +217.5% | +2,576.7% | -2,359.2% | +22.6% |
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 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