+266.6%
URA vs IAG
+389.3%
-122.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -1.5% | -7.7% | +6.1% | +0.3% |
| 30D | -10.4% | +1.6% | -12.0% | -10.9% |
| 3M | -29.6% | -2.4% | -27.2% | -29.4% |
| 6M | -40.3% | -7.8% | -32.5% | -39.5% |
| YTD | -25.5% | +5.0% | -30.5% | -26.8% |
| 1Y | -26.4% | +25.7% | -52.1% | -30.4% |
| 3Y | +31.4% | +694.5% | -663.1% | -14.9% |
| 5Y | +28.6% | +421.7% | -393.1% | -16.1% |
| All | +266.6% | +389.3% | -122.7% | +129.3% |
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