+82.2%
UBER vs IR
+143.7%
-61.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -1.0% |
| 7D | -3.9% | -2.8% | -1.1% | -2.3% |
| 30D | +11.1% | -15.1% | +26.3% | +21.9% |
| 3M | +4.9% | +6.1% | -1.1% | +0.2% |
| 6M | -1.2% | -16.8% | +15.7% | +7.9% |
| YTD | -7.3% | -3.5% | -3.7% | -8.9% |
| 1Y | -17.6% | -3.5% | -14.1% | -19.8% |
| 3Y | +61.1% | +9.5% | +51.6% | +38.8% |
| 5Y | +87.9% | +45.1% | +42.8% | +31.6% |
| All | +82.2% | +143.7% | -61.5% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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