+812.6%
IGV vs URA
-51.6%
+864.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -1.5% |
| 7D | -5.2% | -4.1% | -1.1% | -4.0% |
| 30D | -10.0% | -19.0% | +9.0% | -4.0% |
| 3M | -0.5% | -25.1% | +24.6% | +8.1% |
| 6M | +12.6% | -44.5% | +57.1% | +33.1% |
| YTD | -6.4% | -24.3% | +17.9% | -1.7% |
| 1Y | -9.5% | -28.1% | +18.6% | -3.7% |
| 3Y | +41.7% | +40.7% | +1.0% | +15.5% |
| 5Y | +12.7% | +35.5% | -22.8% | -10.1% |
| 10Y | +354.1% | +281.2% | +72.9% | +134.4% |
| All | +812.6% | -51.6% | +864.2% | +730.0% |
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 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