+1,299.4%
IRM vs URA
-31.1%
+1,330.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.5% | +1.1% | -1.5% | -0.7% |
| 30D | -8.1% | +7.4% | -15.5% | -9.8% |
| 3M | -9.7% | -8.4% | -1.3% | -8.2% |
| 6M | +10.0% | -12.7% | +22.7% | +12.5% |
| YTD | +43.0% | +7.8% | +35.2% | +37.8% |
| 1Y | +32.7% | +19.5% | +13.2% | +23.6% |
| 3Y | +102.7% | +116.4% | -13.7% | +58.1% |
| 5Y | +187.6% | +134.3% | +53.3% | +111.3% |
| 10Y | +420.1% | +359.3% | +60.9% | +199.7% |
| All | +1,299.4% | -31.1% | +1,330.5% | +1,009.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling