+18.5%
IP vs URA
+37.5%
-19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.6% |
| 7D | +3.4% | -10.5% | +13.9% | +4.6% |
| 30D | +11.2% | -18.6% | +29.9% | +13.6% |
| 3M | -14.8% | -23.0% | +8.3% | -12.5% |
| 6M | +17.3% | -40.3% | +57.6% | +22.6% |
| YTD | -6.2% | -23.5% | +17.3% | -4.2% |
| 1Y | +2.3% | -31.1% | +33.4% | +5.1% |
| All | +18.5% | +37.5% | -19.0% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling