+1,135.8%
URI vs IAG
+389.3%
+746.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.3% | -1.4% |
| 7D | +6.7% | -7.7% | +14.4% | +7.4% |
| 30D | +8.9% | +1.6% | +7.3% | +8.5% |
| 3M | +0.5% | -2.4% | +3.0% | +0.5% |
| 6M | +20.7% | -7.8% | +28.5% | +20.7% |
| YTD | +40.0% | +5.0% | +35.0% | +37.7% |
| 1Y | +34.4% | +25.7% | +8.7% | +30.2% |
| 3Y | +149.5% | +694.5% | -545.0% | +104.5% |
| 5Y | +205.6% | +421.7% | -216.1% | +146.6% |
| All | +1,135.8% | +389.3% | +746.6% | +887.5% |
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