+89.2%
IT vs URA
+266.3%
-177.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | +1.1% | -1.5% | +2.6% | +1.3% |
| 30D | -1.8% | -10.4% | +8.6% | -0.2% |
| 3M | +4.8% | -29.6% | +34.5% | +10.7% |
| 6M | +33.0% | -40.3% | +73.3% | +43.9% |
| YTD | -23.8% | -25.5% | +1.7% | -23.3% |
| 1Y | -16.5% | -26.4% | +9.9% | -16.0% |
| 3Y | -53.6% | +31.4% | -85.1% | -61.9% |
| 5Y | -42.1% | +28.6% | -70.7% | -54.0% |
| All | +89.2% | +266.3% | -177.1% | -2.4% |
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