-31.0%
URA vs IAG
+18.8%
-49.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +1.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +7.4% | +28.9% | -21.5% | +2.0% |
| 3M | -8.4% | +19.1% | -27.5% | -11.7% |
| 6M | -12.7% | -10.3% | -2.5% | -11.4% |
| YTD | +7.8% | +24.2% | -16.4% | +2.8% |
| 1Y | +19.5% | +116.5% | -97.0% | +2.9% |
| 3Y | +116.4% | +742.8% | -626.4% | +42.7% |
| 5Y | +134.3% | +753.3% | -619.0% | +47.6% |
| 10Y | +359.3% | +403.2% | -43.9% | +182.6% |
| All | -31.0% | +18.8% | -49.8% | -41.7% |
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