+203.4%
URI vs IP
-17.2%
+220.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.5% |
| 7D | -2.0% | -5.3% | +3.3% | +0.7% |
| 30D | -12.9% | -10.9% | -2.1% | -8.0% |
| 3M | -6.7% | +11.2% | -17.9% | -13.0% |
| 6M | +19.0% | -10.2% | +29.2% | +23.2% |
| YTD | +25.5% | -2.0% | +27.5% | +23.7% |
| 1Y | +5.5% | -19.1% | +24.6% | +14.3% |
| 3Y | +111.3% | +20.9% | +90.5% | +67.1% |
| All | +203.4% | -17.2% | +220.6% | +210.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling