+9.7%
URI vs IRM
+29.2%
-19.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | +5.0% | +3.0% | +2.0% | +4.0% |
| 30D | -9.4% | -5.2% | -4.2% | -7.9% |
| 3M | -5.8% | -8.0% | +2.2% | -3.5% |
| 6M | +25.8% | +9.2% | +16.7% | +20.2% |
| YTD | +27.9% | +41.0% | -13.1% | +8.1% |
| 1Y | +9.7% | +23.3% | -13.5% | -2.1% |
| All | +9.7% | +29.2% | -19.5% | -2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling