+124.4%
IVZ vs URA
-51.1%
+175.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.1% | +5.2% | +4.6% |
| 7D | +2.6% | -10.5% | +13.2% | +7.4% |
| 30D | -3.5% | -18.6% | +15.2% | +4.8% |
| 3M | -7.4% | -23.0% | +15.7% | +2.3% |
| 6M | +14.7% | -40.3% | +55.0% | +39.4% |
| YTD | +14.6% | -23.5% | +38.1% | +22.9% |
| 1Y | +30.7% | -31.1% | +61.8% | +45.7% |
| 3Y | +141.8% | +38.3% | +103.5% | +85.5% |
| 5Y | +40.2% | +34.6% | +5.6% | +3.5% |
| 10Y | +65.6% | +285.4% | -219.8% | -35.3% |
| All | +124.4% | -51.1% | +175.5% | +103.1% |
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