+19.5%
IVZ vs URA
-31.4%
+50.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -1.4% |
| 7D | -2.4% | -4.1% | +1.7% | -1.2% |
| 30D | -11.2% | -19.0% | +7.8% | -5.4% |
| 3M | -14.0% | -25.1% | +11.2% | -6.7% |
| 6M | +0.5% | -44.5% | +44.9% | +17.4% |
| YTD | +5.4% | -24.3% | +29.7% | +9.6% |
| 1Y | +19.5% | -28.1% | +47.6% | +26.2% |
| All | +19.5% | -31.4% | +50.8% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling