+1,157.2%
URI vs IVZ
+61.1%
+1,096.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.9% |
| 7D | +2.5% | +1.1% | +1.4% | +1.8% |
| 30D | -12.5% | +3.1% | -15.6% | -14.2% |
| 3M | -6.2% | +18.2% | -24.4% | -16.1% |
| 6M | +25.9% | +38.6% | -12.7% | +1.2% |
| YTD | +26.2% | +25.9% | +0.3% | +7.0% |
| 1Y | +5.5% | +51.7% | -46.2% | -20.8% |
| 3Y | +125.0% | +138.7% | -13.7% | +22.1% |
| 5Y | +210.4% | +62.8% | +147.6% | +107.6% |
| 10Y | +1,157.2% | +60.9% | +1,096.3% | +652.3% |
| All | +1,157.2% | +61.1% | +1,096.1% | +652.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling