+115.6%
URA vs IAG
+790.4%
-674.8%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.5% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.4% | +28.9% | -21.5% | -1.7% |
| 3M | -8.4% | +19.1% | -27.5% | -14.2% |
| 6M | -12.7% | -10.3% | -2.5% | -11.5% |
| YTD | +7.8% | +24.2% | -16.4% | -0.6% |
| 1Y | +19.5% | +116.5% | -97.0% | -5.1% |
| All | +115.6% | +790.4% | -674.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling