+128.7%
IVZ vs VO
+60.2%
+68.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | -2.4% | -2.6% | +0.1% | +2.2% |
| 30D | -11.2% | -0.9% | -10.3% | -9.4% |
| 3M | -14.0% | -3.0% | -11.0% | -9.0% |
| 6M | +0.5% | +2.2% | -1.7% | -2.5% |
| YTD | +5.4% | +10.6% | -5.1% | -9.8% |
| 1Y | +19.5% | +12.5% | +6.9% | -0.7% |
| 3Y | +128.7% | +61.4% | +67.3% | +1.0% |
| All | +128.7% | +60.2% | +68.5% | +1.0% |
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 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