+69.6%
IWM vs URI
+153.1%
-83.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +1.4% | +6.7% | -5.3% | -0.7% |
| 30D | +2.3% | +8.9% | -6.6% | -0.6% |
| 3M | -8.3% | +0.5% | -8.8% | -8.8% |
| 6M | -1.3% | +20.7% | -22.0% | -8.2% |
| YTD | +13.5% | +40.0% | -26.5% | -2.1% |
| 1Y | +18.4% | +34.4% | -16.0% | +3.8% |
| 3Y | +69.6% | +149.5% | -79.9% | +12.1% |
| All | +69.6% | +153.1% | -83.5% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling