+39.9%
IJR vs URI
+215.5%
-175.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.6% |
| 7D | -1.1% | +5.0% | -6.1% | -2.9% |
| 30D | -3.6% | -9.4% | +5.8% | -0.2% |
| 3M | +2.3% | -5.8% | +8.1% | +3.9% |
| 6M | +14.3% | +25.8% | -11.5% | +2.3% |
| YTD | +19.3% | +27.9% | -8.6% | +4.8% |
| 1Y | +22.6% | +9.7% | +12.9% | +14.5% |
| 3Y | +53.5% | +128.0% | -74.4% | +0.5% |
| 5Y | +39.9% | +212.4% | -172.5% | -24.6% |
| All | +39.9% | +215.5% | -175.6% | -24.6% |
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