+325.3%
IR vs URA
+205.7%
+119.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.0% | 0.0% |
| 7D | +3.7% | -4.1% | +7.8% | +5.0% |
| 30D | +7.4% | -19.0% | +26.5% | +14.8% |
| 3M | -5.9% | -25.1% | +19.2% | +2.6% |
| 6M | +5.6% | -44.5% | +50.1% | +26.2% |
| YTD | +4.8% | -24.3% | +29.2% | +10.9% |
| 1Y | +6.9% | -28.1% | +35.1% | +14.6% |
| 3Y | +27.6% | +40.7% | -13.1% | +0.7% |
| 5Y | +45.8% | +35.5% | +10.3% | +11.4% |
| All | +325.3% | +205.7% | +119.6% | +84.2% |
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 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