+98.3%
USB vs IVZ
+136.1%
-37.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | +1.4% | +0.6% | +0.8% | +1.1% |
| 30D | -1.3% | +4.0% | -5.3% | -3.2% |
| 3M | +15.2% | +18.2% | -2.9% | +5.5% |
| 6M | +18.8% | +32.8% | -14.0% | +2.1% |
| YTD | +21.0% | +28.7% | -7.7% | +4.9% |
| 1Y | +34.0% | +55.4% | -21.4% | +4.6% |
| All | +98.3% | +136.1% | -37.8% | +12.9% |
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 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