+1,381.2%
UL vs IVZ
+1,117.8%
+263.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -1.3% | +0.6% | -2.0% | -1.5% |
| 30D | +0.5% | +4.0% | -3.5% | -0.3% |
| 3M | +17.6% | +18.2% | -0.6% | +13.6% |
| 6M | -5.4% | +32.8% | -38.2% | -10.7% |
| YTD | +0.7% | +28.7% | -28.0% | -4.8% |
| 1Y | -9.3% | +55.4% | -64.6% | -17.3% |
| 3Y | +24.5% | +135.2% | -110.7% | +2.3% |
| 5Y | +23.2% | +64.2% | -41.0% | +5.8% |
| 10Y | +64.5% | +64.6% | -0.1% | +31.0% |
| All | +1,381.2% | +1,117.8% | +263.4% | +591.4% |
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