+4,987.9%
URI vs ITOT
+875.1%
+4,112.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.7% |
| 7D | +6.7% | +2.5% | +4.2% | +2.9% |
| 30D | +8.9% | -1.7% | +10.6% | +12.0% |
| 3M | +0.5% | -3.4% | +3.9% | +6.2% |
| 6M | +20.7% | +2.1% | +18.6% | +16.5% |
| YTD | +40.0% | +11.5% | +28.5% | +17.4% |
| 1Y | +34.4% | +13.6% | +20.8% | +9.4% |
| 3Y | +149.5% | +77.2% | +72.3% | +1.1% |
| 5Y | +205.6% | +64.4% | +141.2% | +41.4% |
| 10Y | +1,183.1% | +288.6% | +894.5% | +59.5% |
| All | +4,987.9% | +875.1% | +4,112.8% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling