+325.3%
IR vs URI
+865.2%
-540.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +3.7% | -9.8% | +13.5% | +8.9% |
| 30D | +7.4% | +1.7% | +5.7% | +6.1% |
| 3M | -5.9% | -9.1% | +3.1% | -2.1% |
| 6M | +5.6% | +9.9% | -4.3% | -0.7% |
| YTD | +4.8% | +31.2% | -26.4% | -12.5% |
| 1Y | +6.9% | +25.9% | -19.0% | -8.8% |
| 3Y | +27.6% | +147.4% | -119.8% | -26.8% |
| 5Y | +45.8% | +179.7% | -133.9% | -24.9% |
| All | +325.3% | +865.2% | -540.0% | -0.9% |
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