+1,340.7%
URI vs ACWI
+219.0%
+1,121.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | -9.8% | -2.4% | -7.4% | -6.4% |
| 30D | +1.7% | -5.2% | +6.9% | +10.5% |
| 3M | -9.1% | -4.8% | -4.2% | -1.8% |
| 6M | +9.9% | -1.3% | +11.2% | +11.4% |
| YTD | +31.2% | +8.4% | +22.8% | +14.0% |
| 1Y | +25.9% | +11.0% | +14.9% | +5.3% |
| 3Y | +147.4% | +70.6% | +76.8% | +4.5% |
| 5Y | +179.7% | +55.3% | +124.4% | +41.3% |
| All | +1,340.7% | +219.0% | +1,121.7% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling