+37.0%
IVZ vs VO
+36.2%
+0.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +7.6% | +3.1% | +4.5% | +2.8% |
| 30D | +4.3% | +2.2% | +2.1% | +1.4% |
| 3M | -9.3% | -2.5% | -6.9% | -5.4% |
| 6M | +5.2% | +7.0% | -1.7% | -4.3% |
| YTD | +13.4% | +14.0% | -0.5% | -5.6% |
| 1Y | +25.4% | +15.6% | +9.7% | +2.1% |
| 3Y | +152.5% | +66.2% | +86.3% | +25.5% |
| All | +37.0% | +36.2% | +0.8% | -9.6% |
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