+26.5%
IP vs URA
+278.3%
-251.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | -0.1% |
| 7D | -5.1% | -4.1% | -0.9% | -4.2% |
| 30D | +8.5% | -19.0% | +27.5% | +13.5% |
| 3M | -13.8% | -25.1% | +11.3% | -8.5% |
| 6M | +5.7% | -44.5% | +50.2% | +19.2% |
| YTD | -9.1% | -24.3% | +15.2% | -5.8% |
| 1Y | -0.8% | -28.1% | +27.3% | +3.7% |
| 3Y | +14.8% | +40.7% | -25.9% | -4.0% |
| 5Y | -11.5% | +35.5% | -47.0% | -28.3% |
| All | +26.5% | +278.3% | -251.8% | -35.3% |
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