+336.0%
IR vs URI
+930.1%
-594.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +2.5% | +6.7% | -4.2% | -0.8% |
| 30D | +9.2% | +8.9% | +0.3% | +4.1% |
| 3M | +0.9% | +0.5% | +0.4% | -0.2% |
| 6M | +19.2% | +20.7% | -1.4% | +6.9% |
| YTD | +7.5% | +40.0% | -32.6% | -13.2% |
| 1Y | +11.7% | +34.4% | -22.7% | -7.8% |
| 3Y | +23.9% | +149.5% | -125.6% | -29.1% |
| 5Y | +46.4% | +205.6% | -159.2% | -27.9% |
| All | +336.0% | +930.1% | -594.1% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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