+179.2%
URI vs IVZ
+27.3%
+151.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -9.8% | -2.4% | -7.3% | -8.6% |
| 30D | +1.7% | -11.2% | +13.0% | +8.7% |
| 3M | -9.1% | -14.0% | +4.9% | -1.3% |
| 6M | +9.9% | +0.5% | +9.4% | +7.5% |
| YTD | +31.2% | +5.4% | +25.8% | +23.2% |
| 1Y | +25.9% | +19.5% | +6.5% | +8.9% |
| 3Y | +147.4% | +128.7% | +18.7% | +32.5% |
| All | +179.2% | +27.3% | +151.8% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling