+204.5%
URI vs IRM
+187.5%
+17.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +6.7% | +6.8% | -0.1% | +3.3% |
| 30D | +8.9% | +2.6% | +6.3% | +7.3% |
| 3M | +0.5% | -9.5% | +10.0% | +5.3% |
| 6M | +20.7% | -8.5% | +29.1% | +25.0% |
| YTD | +40.0% | +40.3% | -0.2% | +13.7% |
| 1Y | +34.4% | +28.7% | +5.7% | +14.2% |
| 3Y | +149.5% | +111.8% | +37.6% | +43.0% |
| All | +204.5% | +187.5% | +17.0% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling