+27.6%
IR vs URI
+138.8%
-111.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +3.7% | -9.8% | +13.5% | +7.9% |
| 30D | +7.4% | +1.7% | +5.7% | +6.4% |
| 3M | -5.9% | -9.1% | +3.1% | -2.8% |
| 6M | +5.6% | +9.9% | -4.3% | +0.7% |
| YTD | +4.8% | +31.2% | -26.4% | -9.4% |
| 1Y | +6.9% | +25.9% | -19.0% | -5.8% |
| 3Y | +27.6% | +147.4% | -119.8% | -9.3% |
| All | +27.6% | +138.8% | -111.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling