+306.5%
IVV vs URA
+278.3%
+28.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.7% |
| 7D | -2.7% | -4.1% | +1.4% | -1.7% |
| 30D | -5.4% | -19.0% | +13.6% | -0.6% |
| 3M | -4.1% | -25.1% | +21.1% | +2.3% |
| 6M | +0.7% | -44.5% | +45.2% | +14.8% |
| YTD | +8.7% | -24.3% | +33.1% | +13.1% |
| 1Y | +11.0% | -28.1% | +39.1% | +16.6% |
| 3Y | +75.4% | +40.7% | +34.8% | +47.5% |
| 5Y | +68.3% | +35.5% | +32.9% | +37.7% |
| All | +306.5% | +278.3% | +28.3% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling