+37.0%
IVZ vs VEU
+47.6%
-10.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +7.6% | +2.1% | +5.5% | +4.5% |
| 30D | +4.3% | -0.9% | +5.3% | +6.2% |
| 3M | -9.3% | -5.4% | -4.0% | -1.5% |
| 6M | +5.2% | -1.8% | +7.0% | +8.3% |
| YTD | +13.4% | +10.9% | +2.5% | -3.3% |
| 1Y | +25.4% | +13.6% | +11.8% | +3.0% |
| 3Y | +152.5% | +69.3% | +83.2% | +12.6% |
| All | +37.0% | +47.6% | -10.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling