+309.6%
IVV vs URA
+307.1%
+2.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.8% | +0.9% |
| 7D | +0.1% | +4.3% | -4.2% | -1.0% |
| 30D | -3.3% | -11.7% | +8.4% | -0.5% |
| 3M | -2.4% | -23.5% | +21.2% | +3.6% |
| 6M | +2.6% | -37.8% | +40.4% | +13.7% |
| YTD | +11.3% | -19.6% | +30.9% | +14.1% |
| 1Y | +13.4% | -24.8% | +38.2% | +17.9% |
| 3Y | +80.3% | +47.0% | +33.3% | +50.1% |
| 5Y | +72.7% | +35.4% | +37.4% | +41.6% |
| 10Y | +309.6% | +302.3% | +7.3% | +112.1% |
| All | +309.6% | +307.1% | +2.5% | +112.1% |
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