-14.8%
IVZ vs VO
-4.0%
-10.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.5% | -1.4% |
| 7D | -6.7% | -3.3% | -3.3% | -0.3% |
| 30D | -10.9% | -1.8% | -9.0% | -6.8% |
| 3M | -14.8% | -3.4% | -11.5% | -8.3% |
| All | -14.8% | -4.0% | -10.8% | -8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling