+11.9%
IR vs URI
+113.1%
-101.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -2.8% | -2.0% | -0.8% | -2.0% |
| 30D | -15.1% | -12.9% | -2.2% | -10.2% |
| 3M | +6.1% | -6.7% | +12.8% | +8.8% |
| 6M | -16.8% | +19.0% | -35.8% | -23.8% |
| YTD | -3.5% | +25.5% | -29.1% | -15.0% |
| 1Y | -3.5% | +5.5% | -9.0% | -8.2% |
| All | +11.9% | +113.1% | -101.2% | -24.9% |
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 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