+50.5%
IVZ vs VO
+206.8%
-156.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.0% | +2.6% |
| 7D | +4.1% | -0.1% | +4.2% | +4.7% |
| 30D | -2.0% | +0.5% | -2.5% | -2.3% |
| 3M | -7.8% | -1.0% | -6.8% | -5.9% |
| 6M | +6.3% | +6.4% | -0.1% | -2.4% |
| YTD | +12.6% | +13.6% | -1.0% | -5.7% |
| 1Y | +27.6% | +14.5% | +13.2% | +5.8% |
| 3Y | +154.0% | +67.2% | +86.8% | +23.9% |
| 5Y | +37.3% | +36.1% | +1.2% | -7.1% |
| 10Y | +50.5% | +199.3% | -148.8% | -66.0% |
| All | +50.5% | +206.8% | -156.2% | -66.0% |
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