-51.5%
URA vs IAG
+8.9%
-60.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +7.2% | -2.8% | +3.0% |
| 7D | -4.1% | +21.4% | -25.5% | -7.9% |
| 30D | -19.0% | +4.0% | -23.1% | -19.8% |
| 3M | -25.1% | +17.0% | -42.2% | -27.7% |
| 6M | -44.5% | +1.4% | -45.9% | -44.9% |
| YTD | -24.3% | +13.8% | -38.1% | -26.7% |
| 1Y | -28.1% | +55.8% | -83.9% | -34.3% |
| 3Y | +40.7% | +647.4% | -606.7% | -4.9% |
| 5Y | +35.5% | +519.1% | -483.7% | -10.2% |
| 10Y | +281.2% | +345.6% | -64.5% | +141.3% |
| All | -51.5% | +8.9% | -60.4% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling