+1,439.8%
UL vs IVZ
+973.1%
+466.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.6% |
| 7D | +1.1% | +7.6% | -6.5% | -0.2% |
| 30D | +4.5% | +4.3% | +0.2% | +3.5% |
| 3M | +6.5% | -9.3% | +15.8% | +8.0% |
| 6M | +18.2% | +5.2% | +12.9% | +16.2% |
| YTD | +4.7% | +13.4% | -8.8% | +1.0% |
| 1Y | +0.8% | +25.4% | -24.6% | -4.6% |
| 3Y | +35.9% | +152.5% | -116.6% | +9.8% |
| 5Y | +33.4% | +36.7% | -3.3% | +18.5% |
| 10Y | +106.9% | +45.0% | +61.9% | +68.3% |
| All | +1,439.8% | +973.1% | +466.7% | +633.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling