+89.4%
IT vs URA
+283.4%
-194.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.4% | -8.4% | -4.8% |
| 7D | -16.9% | -4.1% | -12.8% | -16.4% |
| 30D | +2.3% | -19.0% | +21.3% | +5.9% |
| 3M | +2.9% | -25.1% | +28.0% | +7.4% |
| 6M | +25.9% | -44.5% | +70.3% | +38.2% |
| YTD | -24.6% | -24.3% | -0.3% | -24.3% |
| 1Y | -16.0% | -28.1% | +12.1% | -15.0% |
| 3Y | -51.6% | +40.7% | -92.2% | -60.9% |
| 5Y | -42.6% | +35.5% | -78.1% | -54.9% |
| All | +89.4% | +283.4% | -194.0% | -1.4% |
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