+1,218.8%
URI vs IVZ
+55.7%
+1,163.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.8% | +0.1% | +2.9% |
| 7D | -4.0% | +4.1% | -8.1% | -6.4% |
| 30D | +6.8% | -2.0% | +8.8% | +7.9% |
| 3M | -2.8% | -7.8% | +5.0% | +1.5% |
| 6M | +20.9% | +6.3% | +14.5% | +14.5% |
| YTD | +40.2% | +12.6% | +27.7% | +26.8% |
| 1Y | +34.1% | +27.6% | +6.4% | +11.9% |
| 3Y | +164.1% | +154.0% | +10.1% | +38.2% |
| 5Y | +199.3% | +37.3% | +162.0% | +123.3% |
| 10Y | +1,218.8% | +50.5% | +1,168.3% | +761.9% |
| All | +1,218.8% | +55.7% | +1,163.2% | +761.9% |
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