+27.7%
URA vs IAG
+515.1%
-487.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.2% | -2.8% | +2.2% |
| 7D | -4.1% | +21.4% | -25.5% | -9.9% |
| 30D | -19.0% | +4.0% | -23.1% | -20.2% |
| 3M | -25.1% | +17.0% | -42.2% | -29.1% |
| 6M | -44.5% | +1.4% | -45.9% | -45.2% |
| YTD | -24.3% | +13.8% | -38.1% | -28.1% |
| 1Y | -28.1% | +55.8% | -83.9% | -37.2% |
| 3Y | +40.7% | +647.4% | -606.7% | -20.5% |
| All | +27.7% | +515.1% | -487.4% | -31.3% |
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 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