+120.5%
URI vs IT
-46.5%
+167.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.6% | +6.2% | +2.3% |
| 7D | -2.0% | -6.0% | +4.1% | -1.1% |
| 30D | -12.9% | 0.0% | -13.0% | -13.1% |
| 3M | -6.7% | +13.1% | -19.8% | -9.0% |
| 6M | +19.0% | +11.7% | +7.3% | +15.7% |
| YTD | +25.5% | -26.1% | +51.6% | +37.9% |
| 1Y | +5.5% | -21.3% | +26.8% | +12.1% |
| All | +120.5% | -46.5% | +167.1% | +190.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling