+240.3%
UMC vs IVZ
+49.7%
+190.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | +9.0% | -2.4% | +11.4% | +9.7% |
| 30D | +17.2% | +3.0% | +14.2% | +16.1% |
| 3M | +11.4% | +14.9% | -3.5% | +7.9% |
| 6M | +137.5% | +36.7% | +100.8% | +126.8% |
| YTD | +193.1% | +25.7% | +167.4% | +165.6% |
| 1Y | +240.3% | +47.7% | +192.6% | +200.2% |
| All | +240.3% | +49.7% | +190.6% | +200.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling