+451.1%
IJH vs URA
-29.0%
+480.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.1% | -3.8% | -1.6% |
| 7D | +1.0% | +8.1% | -7.1% | -1.3% |
| 30D | -3.1% | +5.8% | -8.9% | -4.9% |
| 3M | +1.9% | +3.4% | -1.5% | +0.2% |
| 6M | +11.0% | -2.6% | +13.6% | +10.0% |
| YTD | +14.7% | +11.2% | +3.6% | +8.0% |
| 1Y | +15.6% | +19.8% | -4.2% | +4.7% |
| 3Y | +52.5% | +121.5% | -68.9% | +8.6% |
| 5Y | +49.1% | +134.5% | -85.4% | -1.3% |
| 10Y | +177.7% | +376.7% | -199.0% | +32.2% |
| All | +451.1% | -29.0% | +480.1% | +333.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling