+90.9%
IT vs URA
+277.9%
-187.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.9% |
| 7D | -6.8% | +2.9% | -9.7% | -7.4% |
| 30D | -0.6% | -10.8% | +10.2% | +1.2% |
| 3M | +3.1% | -25.5% | +28.6% | +7.8% |
| 6M | +25.5% | -41.2% | +66.7% | +36.5% |
| YTD | -23.5% | -21.3% | -2.2% | -23.7% |
| 1Y | -16.6% | -25.7% | +9.1% | -16.0% |
| 3Y | -53.1% | +43.1% | -96.2% | -62.2% |
| 5Y | -41.4% | +35.6% | -77.0% | -53.8% |
| 10Y | +90.9% | +281.3% | -190.4% | -0.8% |
| All | +90.9% | +277.9% | -187.0% | -0.8% |
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 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