-4.5%
IP vs URA
-32.0%
+27.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.5% | +0.1% |
| 7D | -5.1% | -4.1% | -0.9% | -4.5% |
| 30D | +8.5% | -19.0% | +27.5% | +12.0% |
| 3M | -13.8% | -25.1% | +11.3% | -10.0% |
| 6M | +5.7% | -44.5% | +50.2% | +13.3% |
| YTD | -9.1% | -24.3% | +15.2% | -6.9% |
| All | -4.5% | -32.0% | +27.6% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling