+494.3%
IT vs URA
-31.1%
+525.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.8% |
| 7D | -6.0% | +1.1% | -7.1% | -6.2% |
| 30D | 0.0% | +7.4% | -7.4% | -1.7% |
| 3M | +13.1% | -8.4% | +21.5% | +14.1% |
| 6M | +11.7% | -12.7% | +24.4% | +12.6% |
| YTD | -26.1% | +7.8% | -33.9% | -30.1% |
| 1Y | -21.3% | +19.5% | -40.7% | -28.5% |
| 3Y | -46.7% | +116.4% | -163.2% | -60.4% |
| 5Y | -40.5% | +134.3% | -174.8% | -58.5% |
| 10Y | +103.9% | +359.3% | -255.4% | +9.4% |
| All | +494.3% | -31.1% | +525.4% | +380.5% |
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