+865.1%
IGV vs URA
-31.1%
+896.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -4.5% | +1.1% | -5.6% | -4.8% |
| 30D | +3.2% | +7.4% | -4.2% | +0.8% |
| 3M | +4.5% | -8.4% | +12.9% | +6.6% |
| 6M | +22.1% | -12.7% | +34.8% | +24.9% |
| YTD | -1.0% | +7.8% | -8.8% | -6.4% |
| 1Y | -2.1% | +19.5% | -21.6% | -11.7% |
| 3Y | +44.6% | +116.4% | -71.8% | +3.1% |
| 5Y | +22.2% | +134.3% | -112.1% | -18.6% |
| 10Y | +364.7% | +359.3% | +5.5% | +128.1% |
| All | +865.1% | -31.1% | +896.2% | +690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling