+49.0%
IVZ vs URA
+278.3%
-229.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.7% |
| 7D | -2.4% | -4.1% | +1.7% | -0.9% |
| 30D | -11.2% | -19.0% | +7.8% | -3.9% |
| 3M | -14.0% | -25.1% | +11.2% | -4.6% |
| 6M | +0.5% | -44.5% | +44.9% | +23.9% |
| YTD | +5.4% | -24.3% | +29.7% | +13.0% |
| 1Y | +19.5% | -28.1% | +47.6% | +30.0% |
| 3Y | +128.7% | +40.7% | +88.0% | +76.4% |
| 5Y | +28.8% | +35.5% | -6.7% | -3.8% |
| All | +49.0% | +278.3% | -229.3% | -41.6% |
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