+505.1%
IRM vs URA
+289.1%
+216.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.5% | +3.4% |
| 7D | -5.1% | +0.3% | -5.4% | -5.0% |
| 30D | -3.3% | -14.8% | +11.5% | +0.7% |
| 3M | -8.2% | -25.3% | +17.1% | -1.4% |
| 6M | -12.8% | -39.9% | +27.2% | -1.7% |
| YTD | +36.6% | -22.4% | +59.0% | +42.7% |
| 1Y | +11.9% | -29.0% | +40.9% | +19.3% |
| 3Y | +105.1% | +41.0% | +64.1% | +77.4% |
| 5Y | +182.4% | +38.3% | +144.1% | +136.8% |
| 10Y | +505.1% | +276.1% | +229.1% | +235.9% |
| All | +505.1% | +289.1% | +216.1% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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