+7,001.7%
URI vs IAG
+337.4%
+6,664.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +7.2% | -6.1% | +0.2% |
| 7D | -9.8% | +21.4% | -31.2% | -12.1% |
| 30D | +1.7% | +4.0% | -2.3% | +0.9% |
| 3M | -9.1% | +17.0% | -26.1% | -11.3% |
| 6M | +9.9% | +1.4% | +8.5% | +8.5% |
| YTD | +31.2% | +13.8% | +17.5% | +26.3% |
| 1Y | +25.9% | +55.8% | -29.9% | +16.2% |
| 3Y | +147.4% | +647.4% | -500.0% | +79.4% |
| 5Y | +179.7% | +519.1% | -339.4% | +97.8% |
| 10Y | +1,419.5% | +345.6% | +1,073.9% | +907.2% |
| All | +7,001.7% | +337.4% | +6,664.3% | +3,571.1% |
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