+315.1%
IVV vs URA
+359.3%
-44.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +0.1% | +7.4% | -7.3% | -1.8% |
| 3M | +2.0% | -8.4% | +10.4% | +3.6% |
| 6M | +13.0% | -12.7% | +25.8% | +15.3% |
| YTD | +13.6% | +7.8% | +5.8% | +8.9% |
| 1Y | +20.1% | +19.5% | +0.6% | +10.7% |
| 3Y | +77.6% | +116.4% | -38.8% | +34.3% |
| 5Y | +82.5% | +134.3% | -51.8% | +28.4% |
| All | +315.1% | +359.3% | -44.1% | +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