+137.5%
UMC vs IVZ
+57.9%
+79.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | +11.4% | -2.4% | +13.8% | +12.4% |
| 30D | +16.8% | +2.5% | +14.3% | +15.5% |
| 3M | +19.1% | +17.1% | +2.0% | +12.1% |
| 6M | +137.4% | +35.1% | +102.3% | +111.5% |
| YTD | +186.4% | +24.3% | +162.1% | +159.2% |
| 1Y | +229.1% | +48.7% | +180.4% | +175.9% |
| 3Y | +257.9% | +135.6% | +122.3% | +130.3% |
| 5Y | +137.5% | +60.3% | +77.2% | +71.1% |
| All | +137.5% | +57.9% | +79.6% | +71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling