+197.4%
IYR vs URA
-51.6%
+249.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.4% | -5.0% | -1.5% |
| 7D | +2.0% | -4.1% | +6.1% | +2.7% |
| 30D | +8.2% | -19.0% | +27.2% | +12.5% |
| 3M | -1.7% | -25.1% | +23.4% | +3.5% |
| 6M | -0.4% | -44.5% | +44.1% | +10.6% |
| YTD | +9.9% | -24.3% | +34.2% | +12.8% |
| 1Y | +10.4% | -28.1% | +38.6% | +14.2% |
| 3Y | +38.4% | +40.7% | -2.2% | +17.5% |
| 5Y | +5.2% | +35.5% | -30.2% | -12.9% |
| 10Y | +83.8% | +281.2% | -197.3% | +6.6% |
| All | +197.4% | -51.6% | +249.1% | +169.3% |
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