+47.8%
IJH vs URA
+121.8%
-74.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.0% | 0.0% |
| 7D | -2.5% | -1.5% | -1.0% | -2.2% |
| 30D | -5.0% | -0.4% | -4.7% | -5.1% |
| 3M | +0.5% | +6.3% | -5.7% | -1.4% |
| 6M | +8.2% | -14.0% | +22.2% | +10.7% |
| YTD | +12.4% | +5.3% | +7.1% | +8.6% |
| 1Y | +14.4% | +11.7% | +2.7% | +7.4% |
| 3Y | +49.5% | +109.8% | -60.3% | +13.5% |
| 5Y | +47.8% | +108.0% | -60.2% | +7.2% |
| All | +47.8% | +121.8% | -74.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling