+7,551.9%
URI vs IRM
+4,495.4%
+3,056.4%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -6.0% | -5.1% | -0.9% | -3.6% |
| 30D | +4.6% | -3.3% | +7.9% | +6.2% |
| 3M | -2.7% | -8.2% | +5.5% | +1.1% |
| 6M | +18.4% | -12.8% | +31.1% | +25.5% |
| YTD | +37.4% | +36.6% | +0.7% | +15.0% |
| 1Y | +30.4% | +11.9% | +18.5% | +20.3% |
| 3Y | +147.9% | +105.1% | +42.8% | +64.0% |
| 5Y | +202.1% | +182.4% | +19.7% | +68.8% |
| 10Y | +1,182.4% | +505.1% | +677.3% | +369.1% |
| All | +7,551.9% | +4,495.4% | +3,056.4% | +1,179.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling