+284.9%
IR vs URA
+348.9%
-64.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.1% | -4.8% | -2.7% |
| 7D | +0.6% | +8.1% | -7.5% | -2.0% |
| 30D | -13.6% | +5.8% | -19.4% | -15.4% |
| 3M | +3.7% | +3.4% | +0.2% | +1.7% |
| 6M | -13.1% | -2.6% | -10.4% | -13.7% |
| YTD | -5.1% | +11.2% | -16.3% | -11.1% |
| 1Y | -6.5% | +19.8% | -26.3% | -16.5% |
| 3Y | +8.5% | +121.5% | -113.0% | -26.5% |
| 5Y | +43.3% | +134.5% | -91.2% | -11.2% |
| All | +284.9% | +348.9% | -64.1% | +47.6% |
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