+5.0%
URI vs IRE
-98.0%
+103.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -33.9% | +26.8% | -5.6% |
| 7D | -12.9% | -57.1% | +44.2% | -10.2% |
| 30D | -3.4% | -84.4% | +81.0% | +3.1% |
| 3M | -10.0% | -85.0% | +74.9% | -4.4% |
| 6M | +12.2% | -95.2% | +107.4% | +21.7% |
| YTD | +29.8% | -93.9% | +123.7% | +35.8% |
| 1Y | +24.6% | -98.8% | +123.4% | +25.5% |
| All | +5.0% | -98.0% | +103.0% | +8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling