+166.7%
IJR vs URA
+361.2%
-194.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | -4.7% | -0.4% | -4.3% | -4.8% |
| 3M | +2.1% | +6.3% | -4.1% | -0.3% |
| 6M | +13.9% | -14.0% | +27.8% | +16.9% |
| YTD | +18.2% | +5.3% | +12.9% | +13.0% |
| 1Y | +21.8% | +11.7% | +10.2% | +12.5% |
| 3Y | +52.2% | +109.8% | -57.6% | +9.4% |
| 5Y | +40.1% | +108.0% | -67.8% | -4.4% |
| All | +166.7% | +361.2% | -194.6% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling