+183.4%
IP vs URA
-31.1%
+214.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -5.3% | +1.1% | -6.3% | -5.5% |
| 30D | -10.9% | +7.4% | -18.2% | -12.7% |
| 3M | +11.2% | -8.4% | +19.6% | +13.1% |
| 6M | -10.2% | -12.7% | +2.5% | -8.3% |
| YTD | -2.0% | +7.8% | -9.8% | -6.6% |
| 1Y | -19.1% | +19.5% | -38.5% | -26.5% |
| 3Y | +20.9% | +116.4% | -95.6% | -13.3% |
| 5Y | -17.8% | +134.3% | -152.1% | -46.4% |
| 10Y | +23.5% | +359.3% | -335.7% | -43.3% |
| All | +183.4% | -31.1% | +214.5% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling