+169.3%
IJH vs URI
+1,173.3%
-1,004.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +2.3% | +6.7% | -4.4% | -0.2% |
| 30D | +2.1% | +8.9% | -6.8% | -1.4% |
| 3M | -5.7% | +0.5% | -6.2% | -6.4% |
| 6M | +1.4% | +20.7% | -19.2% | -6.6% |
| YTD | +12.6% | +40.0% | -27.4% | -4.3% |
| 1Y | +16.1% | +34.4% | -18.3% | +0.2% |
| 3Y | +57.8% | +149.5% | -91.7% | +2.8% |
| 5Y | +36.8% | +205.6% | -168.8% | -20.6% |
| All | +169.3% | +1,173.3% | -1,004.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling