+151.9%
IWM vs URI
+1,246.1%
-1,094.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.7% |
| 7D | -0.3% | +2.6% | -2.9% | -1.4% |
| 30D | +1.9% | +9.1% | -7.2% | -1.7% |
| 3M | -5.7% | +1.0% | -6.7% | -6.6% |
| 6M | -0.3% | +23.3% | -23.6% | -9.3% |
| YTD | +15.8% | +43.3% | -27.5% | -3.3% |
| 1Y | +17.1% | +35.9% | -18.8% | -0.1% |
| 3Y | +73.1% | +158.6% | -85.6% | +9.9% |
| 5Y | +25.9% | +213.1% | -187.3% | -28.6% |
| 10Y | +151.9% | +1,213.1% | -1,061.2% | -17.9% |
| All | +151.9% | +1,246.1% | -1,094.2% | -17.9% |
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