+176.6%
URI vs IP
-12.5%
+189.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.0% | -3.2% | -5.2% |
| 7D | -12.9% | -5.0% | -8.0% | -10.8% |
| 30D | -3.4% | +6.5% | -9.9% | -6.5% |
| 3M | -10.0% | -18.0% | +8.0% | -1.4% |
| 6M | +12.2% | +10.3% | +1.9% | +4.0% |
| YTD | +29.8% | -9.9% | +39.6% | +32.6% |
| 1Y | +24.6% | -1.1% | +25.7% | +20.7% |
| 3Y | +137.6% | +13.0% | +124.6% | +91.8% |
| 5Y | +176.6% | -12.3% | +188.9% | +167.6% |
| All | +176.6% | -12.5% | +189.1% | +167.6% |
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