+123.8%
URI vs ITOT
+78.4%
+45.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.0% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -12.9% | 0.0% | -13.0% | -13.0% |
| 3M | -6.7% | +2.0% | -8.7% | -9.3% |
| 6M | +19.0% | +13.0% | +5.9% | -0.3% |
| YTD | +25.5% | +14.0% | +11.6% | +3.9% |
| 1Y | +5.5% | +19.9% | -14.4% | -19.1% |
| All | +123.8% | +78.4% | +45.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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