+43.6%
IVZ vs VO
+198.4%
-154.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.2% | -0.2% | +2.3% | +2.8% |
| 30D | -2.2% | +0.5% | -2.6% | -2.3% |
| 3M | -8.4% | -1.1% | -7.3% | -6.4% |
| 6M | +6.2% | +6.4% | -0.2% | -2.5% |
| YTD | +12.4% | +13.5% | -1.2% | -5.7% |
| 1Y | +26.0% | +13.6% | +12.4% | +5.7% |
| 3Y | +147.9% | +65.2% | +82.7% | +23.1% |
| 5Y | +38.8% | +37.7% | +1.0% | -7.8% |
| All | +43.6% | +198.4% | -154.7% | -67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling