+276.1%
URA vs IAG
+336.8%
-60.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +0.3% | +16.8% | -16.5% | -3.4% |
| 30D | -14.8% | -1.5% | -13.3% | -14.7% |
| 3M | -25.3% | +0.5% | -25.8% | -25.6% |
| 6M | -39.9% | -1.0% | -39.0% | -40.1% |
| YTD | -22.4% | +12.3% | -34.7% | -25.0% |
| 1Y | -29.0% | +39.2% | -68.2% | -34.3% |
| 3Y | +41.0% | +712.3% | -671.3% | -9.4% |
| 5Y | +38.3% | +484.2% | -445.9% | -11.6% |
| 10Y | +276.1% | +382.3% | -106.2% | +132.7% |
| All | +276.1% | +336.8% | -60.7% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling