+65.4%
IVZ vs URA
+359.3%
-293.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.8% |
| 7D | +0.6% | +1.1% | -0.4% | +0.2% |
| 30D | +4.0% | +7.4% | -3.4% | +0.9% |
| 3M | +18.2% | -8.4% | +26.6% | +21.3% |
| 6M | +32.8% | -12.7% | +45.5% | +37.5% |
| YTD | +28.7% | +7.8% | +21.0% | +21.1% |
| 1Y | +55.4% | +19.5% | +35.9% | +37.7% |
| 3Y | +135.2% | +116.4% | +18.8% | +53.2% |
| 5Y | +64.2% | +134.3% | -70.1% | -3.8% |
| All | +65.4% | +359.3% | -293.9% | -37.6% |
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