+168.1%
IJR vs URI
+1,233.9%
-1,065.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -2.1% | -0.1% | -1.4% |
| 30D | -4.6% | -12.4% | +7.8% | +0.2% |
| 3M | +0.2% | -7.3% | +7.5% | +2.4% |
| 6M | +14.7% | +27.2% | -12.5% | +1.8% |
| YTD | +18.9% | +23.0% | -4.1% | +5.7% |
| 1Y | +19.9% | +3.9% | +16.0% | +13.9% |
| 3Y | +53.0% | +121.6% | -68.6% | +3.2% |
| 5Y | +40.9% | +201.1% | -160.2% | -19.1% |
| All | +168.1% | +1,233.9% | -1,065.8% | -12.7% |
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 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