+2,620.9%
USB vs IVZ
+897.2%
+1,723.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.0% | +5.9% | +1.2% |
| 7D | -1.5% | -6.7% | +5.2% | +1.2% |
| 30D | +4.3% | -10.9% | +15.2% | +9.1% |
| 3M | -6.1% | -14.8% | +8.8% | 0.0% |
| 6M | +9.4% | +2.4% | +7.0% | +7.2% |
| YTD | +15.2% | +5.4% | +9.7% | +10.6% |
| 1Y | +32.8% | +19.6% | +13.2% | +20.8% |
| 3Y | +91.3% | +122.4% | -31.1% | +31.7% |
| 5Y | +22.7% | +28.8% | -6.1% | +3.4% |
| 10Y | +97.0% | +52.3% | +44.7% | +42.9% |
| All | +2,620.9% | +897.2% | +1,723.7% | +932.7% |
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