+68.2%
IVV vs UMC
+64.2%
+4.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.4% |
| 7D | -2.7% | -17.0% | +14.3% | +0.8% |
| 30D | -5.4% | -40.6% | +35.2% | +4.6% |
| 3M | -4.1% | -27.9% | +23.8% | +1.3% |
| 6M | +0.7% | -7.5% | +8.2% | -2.5% |
| YTD | +8.7% | +79.3% | -70.6% | -14.0% |
| 1Y | +11.0% | +92.8% | -81.8% | -14.2% |
| 3Y | +75.4% | +108.2% | -32.7% | +28.5% |
| All | +68.2% | +64.2% | +4.0% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling