+733.6%
IWM vs URI
+6,421.8%
-5,688.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.1% | +2.5% | -2.5% |
| 7D | -4.6% | -12.9% | +8.3% | -0.7% |
| 30D | -3.7% | -3.4% | -0.3% | -2.8% |
| 3M | -9.4% | -10.0% | +0.7% | -6.8% |
| 6M | -3.6% | +12.2% | -15.8% | -7.7% |
| YTD | +10.8% | +29.8% | -18.9% | -0.1% |
| 1Y | +11.9% | +24.6% | -12.7% | +2.1% |
| 3Y | +60.6% | +137.6% | -77.0% | +18.9% |
| 5Y | +19.2% | +176.6% | -157.4% | -17.0% |
| 10Y | +165.3% | +1,402.6% | -1,237.2% | +8.0% |
| All | +733.6% | +6,421.8% | -5,688.2% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling