+212.4%
URI vs ITOT
+73.3%
+139.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.9% | +2.1% |
| 7D | +5.0% | -0.4% | +5.4% | +5.5% |
| 30D | -9.4% | -1.6% | -7.8% | -7.4% |
| 3M | -5.8% | +3.5% | -9.4% | -10.4% |
| 6M | +25.8% | +13.1% | +12.7% | +5.6% |
| YTD | +27.9% | +12.7% | +15.2% | +7.9% |
| 1Y | +9.7% | +18.3% | -8.6% | -13.6% |
| 3Y | +128.0% | +76.4% | +51.6% | +4.8% |
| 5Y | +212.4% | +73.8% | +138.6% | +48.7% |
| All | +212.4% | +73.3% | +139.1% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling