+179.3%
IJH vs URA
+346.2%
-166.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.7% |
| 7D | -1.9% | -5.5% | +3.6% | -0.4% |
| 30D | -4.6% | -3.7% | -0.9% | -3.9% |
| 3M | -1.2% | -2.9% | +1.7% | -1.0% |
| 6M | +9.4% | -15.2% | +24.6% | +12.8% |
| YTD | +13.3% | +1.9% | +11.5% | +9.5% |
| 1Y | +13.4% | +6.9% | +6.5% | +6.3% |
| 3Y | +50.4% | +99.6% | -49.2% | +10.6% |
| 5Y | +49.0% | +101.2% | -52.2% | +3.6% |
| All | +179.3% | +346.2% | -166.9% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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