+30.7%
IVZ vs VO
+16.3%
+14.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +2.7% |
| 7D | +2.6% | +1.0% | +1.7% | +1.0% |
| 30D | -3.5% | +2.6% | -6.1% | -7.6% |
| 3M | -7.4% | -0.3% | -7.1% | -6.7% |
| 6M | +14.7% | +7.6% | +7.1% | +1.6% |
| YTD | +14.6% | +14.7% | -0.1% | -7.5% |
| 1Y | +30.7% | +16.4% | +14.3% | +3.9% |
| All | +30.7% | +16.3% | +14.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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