+693.5%
IVV vs URA
-53.7%
+747.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -3.1% |
| 7D | -4.8% | -13.3% | +8.5% | -1.3% |
| 30D | -5.9% | -25.9% | +20.0% | +1.2% |
| 3M | -4.5% | -27.8% | +23.2% | +3.0% |
| 6M | +1.8% | -42.8% | +44.7% | +15.7% |
| YTD | +8.4% | -27.5% | +35.9% | +14.3% |
| 1Y | +9.4% | -35.1% | +44.5% | +18.3% |
| 3Y | +75.3% | +31.1% | +44.2% | +50.6% |
| 5Y | +67.8% | +29.8% | +38.0% | +39.4% |
| 10Y | +314.2% | +265.1% | +49.0% | +134.6% |
| All | +693.5% | -53.7% | +747.1% | +603.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling