+65.1%
IVZ vs VO
+42.6%
+22.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.4% |
| 7D | +0.6% | -0.3% | +0.9% | +1.1% |
| 30D | +4.0% | -0.3% | +4.3% | +4.6% |
| 3M | +18.2% | +2.9% | +15.2% | +13.4% |
| 6M | +32.8% | +9.3% | +23.5% | +16.6% |
| YTD | +28.7% | +14.2% | +14.6% | +6.4% |
| 1Y | +55.4% | +15.3% | +40.1% | +26.8% |
| 3Y | +135.2% | +56.2% | +79.0% | +26.9% |
| All | +65.1% | +42.6% | +22.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling