+36.9%
IJH vs URI
+209.3%
-172.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.8% |
| 7D | +3.0% | +9.3% | -6.3% | -0.2% |
| 30D | +0.8% | +7.6% | -6.8% | -2.0% |
| 3M | -5.1% | +1.0% | -6.2% | -5.9% |
| 6M | +1.3% | +19.8% | -18.6% | -6.2% |
| YTD | +12.8% | +41.9% | -29.1% | -4.3% |
| 1Y | +14.1% | +33.4% | -19.3% | -0.8% |
| 3Y | +57.8% | +156.0% | -98.2% | -0.8% |
| 5Y | +36.9% | +209.5% | -172.6% | -24.2% |
| All | +36.9% | +209.3% | -172.4% | -24.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling