+122.1%
URI vs IAG
+790.4%
-668.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.8% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -12.9% | +28.9% | -41.8% | -15.3% |
| 3M | -6.7% | +19.1% | -25.9% | -8.8% |
| 6M | +19.0% | -10.3% | +29.2% | +19.1% |
| YTD | +25.5% | +24.2% | +1.3% | +20.9% |
| 1Y | +5.5% | +116.5% | -110.9% | -4.2% |
| All | +122.1% | +790.4% | -668.3% | +60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling