+738.6%
IVV vs UL
+821.1%
-82.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.9% | +1.3% |
| 7D | -2.7% | +1.1% | -3.8% | -3.2% |
| 30D | -5.4% | +8.2% | -13.6% | -8.5% |
| 3M | -4.1% | +4.5% | -8.6% | -6.1% |
| 6M | +0.7% | +12.6% | -11.8% | -4.8% |
| YTD | +8.7% | +3.5% | +5.2% | +5.7% |
| 1Y | +11.0% | -0.4% | +11.4% | +9.3% |
| 3Y | +75.4% | +36.0% | +39.4% | +49.2% |
| 5Y | +68.3% | +30.9% | +37.4% | +42.7% |
| 10Y | +315.5% | +97.5% | +218.0% | +186.6% |
| All | +738.6% | +821.1% | -82.5% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling