-5.3%
IGV vs IVZ
+22.9%
-28.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.6% | -1.0% |
| 7D | +2.3% | +7.6% | -5.3% | -0.1% |
| 30D | -6.0% | +4.3% | -10.3% | -7.3% |
| 3M | -4.8% | -9.3% | +4.6% | -2.2% |
| 6M | +14.2% | +5.2% | +9.0% | +12.0% |
| YTD | -4.2% | +13.4% | -17.7% | -8.8% |
| 1Y | -5.3% | +25.4% | -30.7% | -12.6% |
| All | -5.3% | +22.9% | -28.1% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling