+1,213.1%
URI vs IRM
+514.0%
+699.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.4% |
| 7D | +2.6% | -5.3% | +7.8% | +5.5% |
| 30D | +9.1% | -2.3% | +11.4% | +10.3% |
| 3M | +1.0% | -7.4% | +8.4% | +4.7% |
| 6M | +23.3% | -12.2% | +35.6% | +30.7% |
| YTD | +43.3% | +38.6% | +4.7% | +17.3% |
| 1Y | +35.9% | +14.9% | +21.0% | +22.8% |
| 3Y | +158.6% | +108.2% | +50.5% | +60.2% |
| 5Y | +213.1% | +183.8% | +29.3% | +61.5% |
| 10Y | +1,213.1% | +512.6% | +700.5% | +336.0% |
| All | +1,213.1% | +514.0% | +699.1% | +336.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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