+39.1%
IWM vs URI
+200.7%
-161.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +0.1% | -2.0% | +2.1% | +0.8% |
| 30D | -1.3% | -12.9% | +11.7% | +4.0% |
| 3M | +1.6% | -6.7% | +8.3% | +3.6% |
| 6M | +13.6% | +19.0% | -5.4% | +3.5% |
| YTD | +20.8% | +25.5% | -4.8% | +6.2% |
| 1Y | +26.4% | +5.5% | +20.9% | +19.6% |
| 3Y | +60.7% | +111.3% | -50.6% | +6.8% |
| All | +39.1% | +200.7% | -161.5% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling