+58.0%
IJH vs URI
+156.4%
-98.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +3.0% | +9.3% | -6.3% | +0.4% |
| 30D | +0.8% | +7.6% | -6.8% | -1.5% |
| 3M | -5.1% | +1.0% | -6.2% | -5.7% |
| 6M | +1.3% | +19.8% | -18.6% | -4.8% |
| YTD | +12.8% | +41.9% | -29.1% | -1.4% |
| 1Y | +14.1% | +33.4% | -19.3% | +2.0% |
| All | +58.0% | +156.4% | -98.4% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling