+64.2%
IWM vs URI
+138.8%
-74.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.6% |
| 7D | -2.0% | -9.8% | +7.8% | +1.1% |
| 30D | -1.5% | +1.7% | -3.2% | -2.1% |
| 3M | -8.0% | -9.1% | +1.1% | -5.5% |
| 6M | -4.1% | +9.9% | -14.0% | -8.0% |
| YTD | +11.9% | +31.2% | -19.3% | -1.4% |
| 1Y | +15.0% | +25.9% | -10.9% | +3.0% |
| 3Y | +64.2% | +147.4% | -83.2% | +8.3% |
| All | +64.2% | +138.8% | -74.6% | +8.3% |
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