+312.0%
IVV vs URA
+272.2%
+39.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +0.6% |
| 7D | +3.3% | +4.5% | -1.1% | +2.2% |
| 30D | -2.7% | -13.4% | +10.8% | +0.6% |
| 3M | -1.7% | -28.4% | +26.7% | +5.9% |
| 6M | +3.2% | -40.5% | +43.6% | +15.6% |
| YTD | +12.0% | -24.3% | +36.3% | +16.4% |
| 1Y | +12.1% | -28.8% | +40.9% | +18.0% |
| 3Y | +78.6% | +37.6% | +41.0% | +51.1% |
| 5Y | +73.8% | +30.7% | +43.1% | +43.6% |
| All | +312.0% | +272.2% | +39.8% | +115.1% |
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