+6,893.4%
URI vs IVZ
+385.7%
+6,507.8%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.3% |
| 30D | -12.9% | +4.0% | -16.9% | -14.8% |
| 3M | -6.7% | +18.2% | -24.9% | -15.1% |
| 6M | +19.0% | +32.8% | -13.8% | +1.3% |
| YTD | +25.5% | +28.7% | -3.2% | +8.1% |
| 1Y | +5.5% | +55.4% | -49.8% | -18.0% |
| 3Y | +111.3% | +135.2% | -23.9% | +29.2% |
| 5Y | +198.6% | +64.2% | +134.4% | +116.1% |
| 10Y | +1,179.9% | +64.6% | +1,115.3% | +762.1% |
| All | +6,893.4% | +385.7% | +6,507.8% | +1,991.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling