+111.8%
IRM vs URA
+35.4%
+76.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +6.8% | -1.5% | +8.3% | +7.1% |
| 30D | +2.6% | -10.4% | +13.0% | +5.4% |
| 3M | -9.5% | -29.6% | +20.2% | -1.6% |
| 6M | -8.5% | -40.3% | +31.8% | +2.8% |
| YTD | +40.3% | -25.5% | +65.8% | +47.6% |
| 1Y | +28.7% | -26.4% | +55.1% | +35.8% |
| 3Y | +111.8% | +31.4% | +80.4% | +83.8% |
| All | +111.8% | +35.4% | +76.4% | +83.8% |
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