+173.3%
IRM vs URA
+33.4%
+139.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.2% |
| 7D | -8.6% | -4.1% | -4.5% | -7.5% |
| 30D | -8.0% | -19.0% | +11.0% | -2.8% |
| 3M | -12.0% | -25.1% | +13.2% | -5.4% |
| 6M | -18.2% | -44.5% | +26.3% | -5.5% |
| YTD | +31.4% | -24.3% | +55.7% | +38.1% |
| 1Y | +9.2% | -28.1% | +37.3% | +16.2% |
| 3Y | +94.6% | +40.7% | +53.9% | +65.2% |
| All | +173.3% | +33.4% | +139.9% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling