+11.1%
URI vs IRE
-97.7%
+108.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.8% | +13.8% | -1.4% |
| 7D | -6.0% | -41.9% | +35.9% | -4.4% |
| 30D | +4.6% | -75.1% | +79.7% | +9.2% |
| 3M | -2.7% | -82.4% | +79.7% | +2.4% |
| 6M | +18.4% | -95.5% | +113.9% | +28.5% |
| YTD | +37.4% | -93.1% | +130.4% | +42.4% |
| 1Y | +30.4% | -97.8% | +128.1% | +31.9% |
| All | +11.1% | -97.7% | +108.9% | +13.3% |
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