+1,033.0%
XLI vs URI
+4,468.7%
-3,435.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | -2.8% | -9.8% | +7.0% | -0.3% |
| 30D | -3.1% | +1.7% | -4.8% | -3.6% |
| 3M | -11.7% | -9.1% | -2.7% | -9.8% |
| 6M | -7.6% | +9.9% | -17.4% | -10.2% |
| YTD | +5.7% | +31.2% | -25.5% | -3.0% |
| 1Y | +7.8% | +25.9% | -18.1% | -0.1% |
| 3Y | +67.4% | +147.4% | -80.0% | +28.3% |
| 5Y | +64.8% | +179.7% | -114.9% | +20.1% |
| 10Y | +241.2% | +1,419.5% | -1,178.3% | +58.5% |
| All | +1,033.0% | +4,468.7% | -3,435.8% | +170.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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