+1,182.4%
URI vs IT
+88.3%
+1,094.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -6.0% | -7.5% | +1.5% | -2.7% |
| 30D | +4.6% | -1.2% | +5.8% | +4.0% |
| 3M | -2.7% | -2.2% | -0.5% | -4.2% |
| 6M | +18.4% | +19.1% | -0.7% | +1.3% |
| YTD | +37.4% | -25.1% | +62.5% | +46.8% |
| 1Y | +30.4% | -17.4% | +47.7% | +30.9% |
| 3Y | +147.9% | -54.1% | +202.0% | +241.2% |
| 5Y | +202.1% | -42.7% | +244.7% | +246.7% |
| 10Y | +1,182.4% | +88.1% | +1,094.3% | +560.7% |
| All | +1,182.4% | +88.3% | +1,094.2% | +560.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling