+160.5%
IP vs URA
-53.7%
+214.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -2.5% |
| 7D | -5.0% | -13.3% | +8.3% | -1.3% |
| 30D | +6.5% | -25.9% | +32.4% | +15.2% |
| 3M | -18.0% | -27.8% | +9.7% | -10.9% |
| 6M | +10.3% | -42.8% | +53.2% | +26.9% |
| YTD | -9.9% | -27.5% | +17.6% | -4.7% |
| 1Y | -1.1% | -35.1% | +34.1% | +7.4% |
| 3Y | +13.0% | +31.1% | -18.1% | -6.5% |
| 5Y | -12.3% | +29.8% | -42.0% | -30.8% |
| 10Y | +26.8% | +265.1% | -238.3% | -39.3% |
| All | +160.5% | -53.7% | +214.2% | +148.8% |
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