+1,151.9%
URI vs IVZ
+40.3%
+1,111.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.7% |
| 7D | +9.3% | +5.1% | +4.2% | +6.2% |
| 30D | +7.6% | -1.6% | +9.2% | +8.3% |
| 3M | +1.0% | -9.1% | +10.2% | +6.4% |
| 6M | +19.8% | +1.8% | +18.1% | +16.6% |
| YTD | +41.9% | +10.8% | +31.0% | +29.5% |
| 1Y | +33.4% | +19.1% | +14.3% | +16.1% |
| 3Y | +156.0% | +144.4% | +11.6% | +37.1% |
| 5Y | +209.5% | +33.6% | +176.0% | +134.7% |
| All | +1,151.9% | +40.3% | +1,111.5% | +774.9% |
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