+134.5%
URA vs IAG
+766.8%
-632.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.7% |
| 7D | +8.1% | +4.3% | +3.9% | +6.7% |
| 30D | +5.8% | +9.8% | -4.0% | +2.6% |
| 3M | +3.4% | +28.9% | -25.5% | -4.7% |
| 6M | -2.6% | -7.6% | +5.0% | -1.7% |
| YTD | +11.2% | +22.0% | -10.8% | +3.6% |
| 1Y | +19.8% | +99.5% | -79.7% | -2.2% |
| 3Y | +121.5% | +818.3% | -696.8% | +16.5% |
| 5Y | +134.5% | +785.9% | -651.4% | +12.5% |
| All | +134.5% | +766.8% | -632.4% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling