+291.3%
IR vs URI
+823.4%
-532.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.5% |
| 7D | -2.8% | -2.0% | -0.8% | -1.9% |
| 30D | -15.1% | -12.9% | -2.2% | -9.2% |
| 3M | +6.1% | -6.7% | +12.8% | +9.3% |
| 6M | -16.8% | +19.0% | -35.8% | -25.5% |
| YTD | -3.5% | +25.5% | -29.1% | -17.1% |
| 1Y | -3.5% | +5.5% | -9.0% | -9.8% |
| 3Y | +9.5% | +111.3% | -101.8% | -31.5% |
| 5Y | +45.1% | +198.6% | -153.5% | -27.7% |
| All | +291.3% | +823.4% | -532.1% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling