+182.1%
IVZ vs VEU
+192.1%
-10.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.3% |
| 7D | +0.6% | +1.1% | -0.5% | -1.0% |
| 30D | +4.0% | +2.2% | +1.8% | +0.8% |
| 3M | +18.2% | +3.0% | +15.2% | +13.3% |
| 6M | +32.8% | +10.9% | +22.0% | +14.0% |
| YTD | +28.7% | +18.2% | +10.6% | +0.6% |
| 1Y | +55.4% | +28.3% | +27.1% | +7.9% |
| 3Y | +135.2% | +74.6% | +60.6% | +6.2% |
| 5Y | +64.2% | +56.4% | +7.8% | -10.4% |
| 10Y | +64.6% | +153.0% | -88.4% | -51.0% |
| All | +182.1% | +192.1% | -10.0% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling