+68.2%
IVV vs UL
+31.0%
+37.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +0.8% |
| 7D | -2.7% | +1.1% | -3.8% | -2.9% |
| 30D | -5.4% | +8.2% | -13.6% | -6.8% |
| 3M | -4.1% | +4.5% | -8.6% | -5.0% |
| 6M | +0.7% | +12.6% | -11.8% | -1.9% |
| YTD | +8.7% | +3.5% | +5.2% | +7.5% |
| 1Y | +11.0% | -0.4% | +11.4% | +10.6% |
| 3Y | +75.4% | +36.0% | +39.4% | +58.2% |
| All | +68.2% | +31.0% | +37.2% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 5y: compounded portfolio wealth divided by compounded UL 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…
5y analysis · Full analysis span regression · 6 months rolling