+336.0%
IR vs URA
+200.9%
+135.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +2.5% | -1.5% | +4.1% | +3.0% |
| 30D | +9.2% | -10.4% | +19.6% | +12.9% |
| 3M | +0.9% | -29.6% | +30.6% | +12.4% |
| 6M | +19.2% | -40.3% | +59.5% | +39.1% |
| YTD | +7.5% | -25.5% | +33.0% | +14.2% |
| 1Y | +11.7% | -26.4% | +38.2% | +18.7% |
| 3Y | +23.9% | +31.4% | -7.5% | +0.3% |
| 5Y | +46.4% | +28.6% | +17.8% | +14.2% |
| All | +336.0% | +200.9% | +135.0% | +89.7% |
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