+1,122.0%
IJR vs URI
+7,030.1%
-5,908.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | +2.3% | +9.3% | -7.0% | -0.4% |
| 30D | +2.2% | +7.6% | -5.4% | -0.1% |
| 3M | -5.3% | +1.0% | -6.3% | -6.0% |
| 6M | +4.3% | +19.8% | -15.6% | -2.0% |
| YTD | +18.0% | +41.9% | -23.9% | +3.8% |
| 1Y | +19.2% | +33.4% | -14.2% | +6.8% |
| 3Y | +61.1% | +156.0% | -94.9% | +17.3% |
| 5Y | +27.3% | +209.5% | -182.2% | -13.8% |
| 10Y | +154.1% | +1,199.8% | -1,045.6% | +9.8% |
| All | +1,122.0% | +7,030.1% | -5,908.1% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling