+375.3%
IVZ vs VO
+827.2%
-451.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.2% |
| 6M | +32.8% | +9.3% | +23.5% | +16.2% |
| YTD | +28.7% | +14.2% | +14.6% | +5.8% |
| 1Y | +55.4% | +15.3% | +40.1% | +26.0% |
| 3Y | +135.2% | +56.2% | +79.0% | +22.8% |
| 5Y | +64.2% | +42.4% | +21.7% | +0.7% |
| 10Y | +64.6% | +194.7% | -130.1% | -65.4% |
| All | +375.3% | +827.2% | -451.9% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling