+147.4%
URI vs IRM
+90.1%
+57.3%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.2% | +0.7% |
| 7D | -9.8% | -8.6% | -1.2% | -6.5% |
| 30D | +1.7% | -8.0% | +9.7% | +5.1% |
| 3M | -9.1% | -12.0% | +2.9% | -4.5% |
| 6M | +9.9% | -18.2% | +28.0% | +18.4% |
| YTD | +31.2% | +31.4% | -0.1% | +13.5% |
| 1Y | +25.9% | +9.2% | +16.8% | +18.2% |
| 3Y | +147.4% | +94.6% | +52.8% | +45.1% |
| All | +147.4% | +90.1% | +57.3% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling