+128.7%
IVZ vs VO
+60.4%
+68.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.5% | -4.5% | -2.0% |
| 7D | -6.7% | -3.3% | -3.3% | -0.8% |
| 30D | -10.9% | -1.8% | -9.0% | -7.6% |
| 3M | -14.8% | -3.4% | -11.5% | -9.3% |
| 6M | +2.4% | +3.0% | -0.6% | -1.9% |
| YTD | +5.4% | +10.7% | -5.3% | -10.0% |
| 1Y | +19.6% | +11.8% | +7.8% | +0.4% |
| All | +128.7% | +60.4% | +68.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling