+156.4%
IVZ vs VT
+374.2%
-217.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | +0.4% | +0.2% | 0.0% |
| 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% | +11.1% |
| YTD | +28.7% | +15.3% | +13.4% | +3.0% |
| 1Y | +55.4% | +22.6% | +32.8% | +12.9% |
| 3Y | +135.2% | +74.7% | +60.5% | -0.6% |
| 5Y | +64.2% | +66.1% | -2.0% | -22.4% |
| 10Y | +64.6% | +225.0% | -160.4% | -71.0% |
| All | +156.4% | +374.2% | -217.8% | -69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling