+14.4%
IJH vs URI
+5.1%
+9.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +2.9% | -0.3% |
| 7D | -2.5% | -0.5% | -2.0% | -2.4% |
| 30D | -5.0% | -13.4% | +8.3% | -2.9% |
| 3M | +0.5% | -6.2% | +6.7% | +1.4% |
| 6M | +8.2% | +28.0% | -19.7% | +3.1% |
| YTD | +12.5% | +23.0% | -10.5% | +6.5% |
| 1Y | +14.4% | +5.5% | +8.8% | +9.8% |
| All | +14.4% | +5.1% | +9.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling