+38.8%
IGV vs URI
+153.1%
-114.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | 0.0% |
| 7D | +2.3% | +6.7% | -4.4% | +1.0% |
| 30D | -6.0% | +8.9% | -14.9% | -7.7% |
| 3M | -4.8% | +0.5% | -5.3% | -5.2% |
| 6M | +14.2% | +20.7% | -6.4% | +8.6% |
| YTD | -4.2% | +40.0% | -44.3% | -14.1% |
| 1Y | -5.3% | +34.4% | -39.7% | -13.8% |
| 3Y | +38.8% | +149.5% | -110.7% | +5.1% |
| All | +38.8% | +153.1% | -114.3% | +5.1% |
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