+35.9%
UL vs IVZ
+152.3%
-116.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +1.0% |
| 7D | +1.1% | +7.6% | -6.5% | +1.0% |
| 30D | +4.5% | +4.3% | +0.2% | +4.4% |
| 3M | +6.5% | -9.3% | +15.8% | +6.7% |
| 6M | +18.2% | +5.2% | +12.9% | +17.9% |
| YTD | +4.7% | +13.4% | -8.8% | +3.9% |
| 1Y | +0.8% | +25.4% | -24.6% | -0.3% |
| 3Y | +35.9% | +152.5% | -116.6% | +27.3% |
| All | +35.9% | +152.3% | -116.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling