+724.5%
IVV vs UMC
+157.8%
+566.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +7.5% | -5.2% | +0.8% |
| 7D | +0.1% | -9.2% | +9.2% | +1.8% |
| 30D | -3.3% | -35.1% | +31.8% | +5.1% |
| 3M | -2.4% | -20.5% | +18.1% | +1.2% |
| 6M | +2.6% | -1.7% | +4.3% | -0.3% |
| YTD | +11.3% | +92.8% | -81.5% | -7.8% |
| 1Y | +13.4% | +104.5% | -91.0% | -7.3% |
| 3Y | +80.3% | +129.8% | -49.6% | +41.5% |
| 5Y | +72.7% | +74.0% | -1.3% | +41.0% |
| 10Y | +309.6% | +1,198.4% | -888.8% | +103.2% |
| All | +724.5% | +157.8% | +566.7% | +282.3% |
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