+363.6%
IGV vs URA
+266.3%
+97.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | +0.2% |
| 7D | +2.3% | -1.5% | +3.9% | +2.8% |
| 30D | -6.0% | -10.4% | +4.4% | -3.0% |
| 3M | -4.8% | -29.6% | +24.8% | +5.1% |
| 6M | +14.2% | -40.3% | +54.5% | +31.5% |
| YTD | -4.2% | -25.5% | +21.2% | +0.7% |
| 1Y | -5.3% | -26.4% | +21.2% | -0.2% |
| 3Y | +38.8% | +31.4% | +7.3% | +15.1% |
| 5Y | +14.2% | +28.6% | -14.4% | -8.6% |
| All | +363.6% | +266.3% | +97.3% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling