+203.4%
URI vs IRM
+189.3%
+14.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +0.8% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | -12.9% | -8.1% | -4.9% | -9.4% |
| 3M | -6.7% | -9.7% | +2.9% | -2.4% |
| 6M | +19.0% | +10.0% | +9.0% | +11.5% |
| YTD | +25.5% | +43.0% | -17.5% | +1.3% |
| 1Y | +5.5% | +32.7% | -27.1% | -11.9% |
| 3Y | +111.3% | +102.7% | +8.6% | +26.3% |
| All | +203.4% | +189.3% | +14.1% | +44.9% |
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