+1,157.2%
URI vs IAG
+371.0%
+786.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | +2.5% | +4.3% | -1.7% | +2.2% |
| 30D | -12.5% | +9.8% | -22.3% | -13.3% |
| 3M | -6.2% | +28.9% | -35.1% | -8.4% |
| 6M | +25.9% | -7.6% | +33.5% | +25.7% |
| YTD | +26.2% | +22.0% | +4.2% | +22.8% |
| 1Y | +5.5% | +99.5% | -94.0% | -1.6% |
| 3Y | +125.0% | +818.3% | -693.3% | +82.0% |
| 5Y | +210.4% | +785.9% | -575.5% | +142.5% |
| 10Y | +1,157.2% | +381.1% | +776.1% | +875.8% |
| All | +1,157.2% | +371.0% | +786.2% | +875.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling