+43.8%
IR vs URI
+178.2%
-134.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.1% | +4.4% | +0.5% |
| 7D | +2.3% | -12.9% | +15.2% | +8.8% |
| 30D | +3.3% | -3.4% | +6.7% | +4.6% |
| 3M | -9.0% | -10.0% | +1.0% | -5.2% |
| 6M | +8.0% | +12.2% | -4.2% | +1.2% |
| YTD | +3.4% | +29.8% | -26.4% | -12.1% |
| 1Y | +4.5% | +24.6% | -20.1% | -9.3% |
| 3Y | +25.6% | +137.6% | -112.0% | -25.2% |
| 5Y | +43.8% | +176.6% | -132.8% | -25.7% |
| All | +43.8% | +178.2% | -134.4% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling