+44.6%
IVZ vs URA
+289.1%
-244.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.5% | +4.1% | +5.7% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -2.2% | -14.8% | +12.6% | +3.9% |
| 3M | -8.4% | -25.3% | +16.9% | +1.7% |
| 6M | +6.2% | -39.9% | +46.1% | +27.1% |
| YTD | +12.4% | -22.4% | +34.8% | +19.4% |
| 1Y | +26.0% | -29.0% | +55.0% | +37.9% |
| 3Y | +147.9% | +41.0% | +106.9% | +91.6% |
| 5Y | +38.8% | +38.3% | +0.4% | +3.1% |
| 10Y | +44.6% | +276.1% | -231.5% | -42.6% |
| All | +44.6% | +289.1% | -244.5% | -42.6% |
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 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