+149.5%
URI vs IVZ
+150.4%
-0.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -2.1% |
| 7D | +6.7% | +6.8% | -0.1% | +3.3% |
| 30D | +8.9% | +3.5% | +5.3% | +6.8% |
| 3M | +0.5% | -10.0% | +10.6% | +5.5% |
| 6M | +20.7% | +4.5% | +16.2% | +16.5% |
| YTD | +40.0% | +12.6% | +27.4% | +28.6% |
| 1Y | +34.4% | +24.4% | +10.0% | +16.4% |
| 3Y | +149.5% | +150.6% | -1.1% | +24.5% |
| All | +149.5% | +150.4% | -0.9% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling