+356.3%
IGV vs IVZ
+64.1%
+292.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -5.4% | -2.4% | -3.0% | -4.6% |
| 30D | -2.6% | +2.5% | -5.1% | -3.4% |
| 3M | +10.5% | +17.1% | -6.5% | +4.7% |
| 6M | +18.2% | +35.1% | -17.0% | +6.3% |
| YTD | -4.2% | +24.3% | -28.5% | -11.7% |
| 1Y | -9.8% | +48.7% | -58.5% | -21.8% |
| 3Y | +39.1% | +135.6% | -96.5% | +0.9% |
| 5Y | +21.2% | +60.3% | -39.1% | -3.4% |
| All | +356.3% | +64.1% | +292.2% | +245.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling