+83.1%
IVV vs URA
+128.0%
-44.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.1% |
| 30D | +0.1% | +7.4% | -7.3% | -1.6% |
| 3M | +2.0% | -8.4% | +10.4% | +3.3% |
| 6M | +13.0% | -12.7% | +25.8% | +15.0% |
| YTD | +13.6% | +7.8% | +5.8% | +9.6% |
| 1Y | +20.1% | +19.5% | +0.6% | +11.9% |
| 3Y | +77.6% | +116.4% | -38.8% | +38.9% |
| All | +83.1% | +128.0% | -44.9% | +37.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling