+67.9%
IVZ vs VTEB
+26.7%
+41.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.6% | -0.8% | +1.4% | +1.3% |
| 30D | +4.0% | -1.3% | +5.3% | +5.2% |
| 3M | +18.2% | -2.1% | +20.3% | +20.5% |
| 6M | +32.8% | -1.7% | +34.5% | +34.9% |
| YTD | +28.7% | -0.6% | +29.3% | +29.6% |
| 1Y | +55.4% | +3.1% | +52.3% | +51.8% |
| 3Y | +135.2% | +9.2% | +126.0% | +119.1% |
| 5Y | +64.2% | +2.2% | +62.0% | +57.2% |
| 10Y | +64.6% | +18.8% | +45.8% | +109.2% |
| All | +67.9% | +26.7% | +41.2% | +187.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling