+155.4%
IWM vs URI
+1,189.1%
-1,033.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +0.3% | -6.0% | +6.3% | +2.6% |
| 30D | +0.6% | +4.6% | -4.0% | -1.3% |
| 3M | -6.2% | -2.7% | -3.5% | -5.7% |
| 6M | -0.8% | +18.4% | -19.1% | -8.3% |
| YTD | +14.8% | +37.4% | -22.6% | -2.6% |
| 1Y | +16.1% | +30.4% | -14.2% | +0.7% |
| 3Y | +71.5% | +147.9% | -76.4% | +10.7% |
| 5Y | +25.8% | +202.1% | -176.3% | -27.6% |
| 10Y | +155.4% | +1,182.4% | -1,027.0% | -15.6% |
| All | +155.4% | +1,189.1% | -1,033.7% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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