+65.1%
IVZ vs VT
+66.2%
-1.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | -0.1% |
| 30D | +4.0% | +1.0% | +3.0% | +2.4% |
| 3M | +18.2% | +2.4% | +15.8% | +14.1% |
| 6M | +32.8% | +12.0% | +20.8% | +10.9% |
| YTD | +28.7% | +15.3% | +13.4% | +2.7% |
| 1Y | +55.4% | +22.6% | +32.8% | +12.4% |
| 3Y | +135.2% | +74.7% | +60.5% | -1.7% |
| All | +65.1% | +66.2% | -1.1% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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