+196.7%
IYR vs URA
-31.1%
+227.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -1.2% | +1.1% | -2.3% | -1.5% |
| 30D | -2.9% | +7.4% | -10.2% | -4.4% |
| 3M | +0.8% | -8.4% | +9.2% | +1.9% |
| 6M | +1.9% | -12.7% | +14.6% | +3.2% |
| YTD | +9.6% | +7.8% | +1.8% | +5.3% |
| 1Y | +8.1% | +19.5% | -11.4% | +0.2% |
| 3Y | +29.2% | +116.4% | -87.2% | +0.4% |
| 5Y | +4.3% | +134.3% | -130.0% | -23.9% |
| 10Y | +64.7% | +359.3% | -294.6% | -6.8% |
| All | +196.7% | -31.1% | +227.9% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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