+7,682.4%
URI vs IP
+134.3%
+7,548.2%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.5% | -5.9% | -5.2% |
| 7D | -4.3% | +3.4% | -7.7% | -6.3% |
| 30D | +4.6% | +11.2% | -6.6% | -1.9% |
| 3M | -2.1% | -14.8% | +12.7% | +6.2% |
| 6M | +21.9% | +17.3% | +4.6% | +8.1% |
| YTD | +39.7% | -6.2% | +45.9% | +39.0% |
| 1Y | +32.9% | +2.3% | +30.5% | +25.3% |
| 3Y | +155.8% | +17.7% | +138.1% | +108.9% |
| 5Y | +202.4% | -8.4% | +210.9% | +186.2% |
| 10Y | +1,517.7% | +32.1% | +1,485.7% | +1,146.8% |
| All | +7,682.4% | +134.3% | +7,548.2% | +3,410.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling