+702.4%
IYR vs URI
+5,827.0%
-5,124.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | +2.0% | -9.8% | +11.8% | +4.3% |
| 30D | +8.2% | +1.7% | +6.5% | +7.6% |
| 3M | -1.7% | -9.1% | +7.3% | +0.1% |
| 6M | -0.4% | +9.9% | -10.2% | -3.5% |
| YTD | +9.9% | +31.2% | -21.3% | +0.6% |
| 1Y | +10.4% | +25.9% | -15.5% | +2.1% |
| 3Y | +38.4% | +147.4% | -108.9% | +6.0% |
| 5Y | +5.2% | +179.7% | -174.5% | -23.5% |
| 10Y | +83.8% | +1,419.5% | -1,335.7% | -18.6% |
| All | +702.4% | +5,827.0% | -5,124.6% | +72.1% |
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