+6,694.1%
URI vs IAG
+377.5%
+6,316.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +1.9% |
| 7D | -2.0% | -0.5% | -1.4% | -1.9% |
| 30D | -12.9% | +28.9% | -41.8% | -15.9% |
| 3M | -6.7% | +19.1% | -25.9% | -9.3% |
| 6M | +19.0% | -10.3% | +29.2% | +19.2% |
| YTD | +25.5% | +24.2% | +1.3% | +19.9% |
| 1Y | +5.5% | +116.5% | -111.0% | -6.6% |
| 3Y | +111.3% | +742.8% | -631.5% | +51.0% |
| 5Y | +198.6% | +753.3% | -554.8% | +102.5% |
| 10Y | +1,179.9% | +403.2% | +776.7% | +732.0% |
| All | +6,694.1% | +377.5% | +6,316.7% | +3,384.9% |
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