+260.9%
UMC vs IVZ
+80.0%
+181.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +6.1% |
| 7D | +6.6% | +1.1% | +5.5% | +6.0% |
| 30D | +16.6% | +3.1% | +13.5% | +14.7% |
| 3M | +11.0% | +18.2% | -7.2% | +2.8% |
| 6M | +131.3% | +38.6% | +92.7% | +98.6% |
| YTD | +182.5% | +25.9% | +156.6% | +149.7% |
| 1Y | +222.3% | +51.7% | +170.6% | +160.2% |
| 3Y | +253.0% | +138.7% | +114.4% | +118.2% |
| 5Y | +141.8% | +62.8% | +79.1% | +73.7% |
| 10Y | +1,772.2% | +60.9% | +1,711.3% | +1,035.6% |
| All | +260.9% | +80.0% | +181.0% | +22.3% |
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 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