+78.8%
IVV vs UMC
+252.5%
-173.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.7% | -1.3% |
| 7D | +0.5% | +6.6% | -6.1% | -0.4% |
| 30D | -1.0% | +16.6% | -17.5% | -3.2% |
| 3M | +3.9% | +11.0% | -7.2% | +0.8% |
| 6M | +14.5% | +131.3% | -116.8% | -3.1% |
| YTD | +12.9% | +182.5% | -169.6% | -10.2% |
| 1Y | +19.4% | +222.3% | -202.9% | -8.6% |
| 3Y | +78.8% | +253.0% | -174.2% | +27.7% |
| All | +78.8% | +252.5% | -173.7% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 2023-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded UMC 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling