+82.3%
IVV vs UMC
+145.1%
-62.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.2% |
| 7D | -0.4% | +13.6% | -14.0% | -3.0% |
| 30D | -1.4% | +20.8% | -22.1% | -5.3% |
| 3M | +3.7% | +16.1% | -12.4% | -1.7% |
| 6M | +13.0% | +137.3% | -124.3% | -11.4% |
| YTD | +12.4% | +193.8% | -181.3% | -18.6% |
| 1Y | +18.6% | +236.1% | -217.5% | -17.9% |
| 3Y | +78.1% | +267.1% | -189.0% | +16.6% |
| 5Y | +82.3% | +145.3% | -63.0% | +26.7% |
| All | +82.3% | +145.1% | -62.8% | +26.7% |
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 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