+103.8%
IRM vs URA
+114.7%
-11.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.5% | +1.1% | -1.5% | -0.7% |
| 30D | -8.1% | +7.4% | -15.5% | -9.7% |
| 3M | -9.7% | -8.4% | -1.3% | -8.3% |
| 6M | +10.0% | -12.7% | +22.7% | +12.3% |
| YTD | +43.0% | +7.8% | +35.2% | +37.9% |
| 1Y | +32.7% | +19.5% | +13.2% | +23.8% |
| All | +103.8% | +114.7% | -11.0% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling