+38.2%
IVZ vs VEU
+150.0%
-111.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | +0.8% |
| 7D | +5.1% | +2.4% | +2.8% | +1.5% |
| 30D | -1.6% | -2.0% | +0.4% | +2.0% |
| 3M | -9.1% | -5.1% | -4.0% | -1.3% |
| 6M | +1.8% | -0.7% | +2.5% | +3.0% |
| YTD | +10.8% | +11.0% | -0.2% | -6.3% |
| 1Y | +19.1% | +12.4% | +6.7% | -1.2% |
| 3Y | +144.4% | +69.8% | +74.6% | +6.6% |
| 5Y | +33.6% | +48.2% | -14.6% | -25.6% |
| All | +38.2% | +150.0% | -111.8% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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