+35.9%
IVZ vs VTEB
+2.5%
+33.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +2.1% |
| 7D | +6.8% | -1.2% | +8.0% | +9.0% |
| 30D | +3.5% | +2.5% | +1.1% | -0.8% |
| 3M | -10.0% | -1.7% | -8.3% | -7.1% |
| 6M | +4.5% | -1.2% | +5.7% | +7.1% |
| YTD | +12.6% | -0.5% | +13.1% | +14.0% |
| 1Y | +24.4% | -0.1% | +24.5% | +25.2% |
| 3Y | +150.6% | +10.5% | +140.1% | +104.2% |
| All | +35.9% | +2.5% | +33.4% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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