+63.3%
UL vs IVZ
+64.1%
-0.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -4.1% | -2.4% | -1.7% | -3.7% |
| 30D | -1.2% | +2.5% | -3.7% | -1.6% |
| 3M | +6.0% | +17.1% | -11.1% | +3.2% |
| 6M | -5.5% | +35.1% | -40.6% | -10.2% |
| YTD | -3.3% | +24.3% | -27.6% | -7.3% |
| 1Y | -9.8% | +48.7% | -58.5% | -16.1% |
| 3Y | +20.1% | +135.6% | -115.5% | +0.9% |
| 5Y | +19.2% | +60.3% | -41.1% | +5.1% |
| All | +63.3% | +64.1% | -0.8% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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