+91.5%
USB vs IVZ
+122.1%
-30.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | 0.0% | -2.4% | +2.4% | +0.9% |
| 30D | +5.8% | -11.2% | +17.1% | +11.3% |
| 3M | -6.0% | -14.0% | +8.0% | +0.2% |
| 6M | +7.8% | +0.5% | +7.3% | +6.0% |
| YTD | +14.6% | +5.4% | +9.2% | +9.0% |
| 1Y | +31.8% | +19.5% | +12.3% | +17.3% |
| 3Y | +91.5% | +128.7% | -37.2% | +6.8% |
| All | +91.5% | +122.1% | -30.6% | +6.8% |
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