+364.4%
IGV vs URA
+369.2%
-4.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.5% | +5.7% | -7.3% | -3.2% |
| 30D | -3.0% | +5.6% | -8.6% | -4.8% |
| 3M | +9.6% | +6.2% | +3.4% | +6.9% |
| 6M | +16.1% | -8.2% | +24.4% | +17.1% |
| YTD | -3.6% | +9.7% | -13.3% | -9.3% |
| 1Y | -7.8% | +17.0% | -24.8% | -16.2% |
| 3Y | +40.0% | +118.5% | -78.5% | -0.6% |
| 5Y | +21.2% | +134.3% | -113.1% | -19.3% |
| 10Y | +364.4% | +377.5% | -13.1% | +125.0% |
| All | +364.4% | +369.2% | -4.8% | +125.0% |
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