+21.2%
IGV vs IVZ
+61.5%
-40.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.5% | +1.2% | -2.7% | -2.0% |
| 30D | -3.0% | +1.8% | -4.8% | -3.7% |
| 3M | +9.6% | +15.7% | -6.2% | +2.7% |
| 6M | +16.1% | +36.3% | -20.2% | +1.0% |
| YTD | -3.6% | +24.9% | -28.6% | -13.4% |
| 1Y | -7.8% | +48.9% | -56.8% | -23.5% |
| 3Y | +40.0% | +136.8% | -96.8% | -9.9% |
| 5Y | +21.2% | +60.0% | -38.8% | -11.8% |
| All | +21.2% | +61.5% | -40.3% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling