+1,158.3%
IJR vs URI
+6,209.9%
-5,051.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.1% |
| 7D | -0.2% | -2.0% | +1.8% | +0.4% |
| 30D | -2.4% | -12.9% | +10.5% | +1.5% |
| 3M | +3.9% | -6.7% | +10.7% | +5.5% |
| 6M | +12.4% | +19.0% | -6.6% | +5.1% |
| YTD | +21.5% | +25.5% | -4.0% | +11.1% |
| 1Y | +24.0% | +5.5% | +18.4% | +19.0% |
| 3Y | +49.7% | +111.3% | -61.6% | +15.4% |
| 5Y | +39.7% | +198.6% | -158.9% | -4.3% |
| 10Y | +169.0% | +1,179.9% | -1,010.9% | +16.9% |
| All | +1,158.3% | +6,209.9% | -5,051.6% | +149.0% |
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