+376.7%
URA vs IAG
+371.0%
+5.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.5% |
| 7D | +8.1% | +4.3% | +3.9% | +7.1% |
| 30D | +5.8% | +9.8% | -4.0% | +3.5% |
| 3M | +3.4% | +28.9% | -25.5% | -2.5% |
| 6M | -2.6% | -7.6% | +5.0% | -1.7% |
| YTD | +11.2% | +22.0% | -10.8% | +5.9% |
| 1Y | +19.8% | +99.5% | -79.7% | +3.6% |
| 3Y | +121.5% | +818.3% | -696.8% | +40.8% |
| 5Y | +134.5% | +785.9% | -651.4% | +43.3% |
| 10Y | +376.7% | +381.1% | -4.4% | +194.0% |
| All | +376.7% | +371.0% | +5.7% | +194.0% |
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