+6.2%
URI vs IRE
-97.2%
+103.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +39.6% | -38.5% | -0.6% |
| 7D | -9.8% | -27.2% | +17.4% | -9.2% |
| 30D | +1.7% | -75.1% | +76.9% | +6.2% |
| 3M | -9.1% | -77.9% | +68.8% | -5.3% |
| 6M | +9.9% | -94.6% | +104.4% | +18.2% |
| YTD | +31.2% | -91.5% | +122.8% | +34.9% |
| 1Y | +25.9% | -97.8% | +123.8% | +25.6% |
| All | +6.2% | -97.2% | +103.4% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling