+721.6%
IVV vs UMC
+160.4%
+561.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -0.6% | -8.3% | +7.7% | +0.9% |
| 30D | -3.7% | -34.5% | +30.8% | +4.5% |
| 3M | -2.7% | -20.0% | +17.2% | +0.7% |
| 6M | +2.2% | -0.7% | +3.0% | -0.9% |
| YTD | +10.9% | +94.7% | -83.8% | -8.4% |
| 1Y | +11.3% | +106.0% | -94.7% | -9.2% |
| 3Y | +76.9% | +124.3% | -47.4% | +39.6% |
| 5Y | +73.5% | +78.0% | -4.5% | +41.0% |
| 10Y | +307.4% | +1,225.9% | -918.5% | +101.2% |
| All | +721.6% | +160.4% | +561.2% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling