+30.7%
IVZ vs VIG
+19.5%
+11.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.1% | +2.1% | -0.1% |
| 7D | +2.6% | +2.7% | -0.1% | -2.8% |
| 30D | -3.5% | +7.0% | -10.5% | -15.9% |
| 3M | -7.4% | +4.0% | -11.4% | -14.3% |
| 6M | +14.7% | +12.3% | +2.4% | -8.9% |
| YTD | +14.6% | +16.4% | -1.8% | -13.8% |
| 1Y | +30.7% | +19.2% | +11.5% | -5.8% |
| All | +30.7% | +19.5% | +11.2% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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