+291.1%
ROIV vs IVZ
+104.5%
+186.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +2.5% |
| 7D | +13.3% | +4.1% | +9.2% | +12.0% |
| 30D | +14.8% | -2.0% | +16.8% | +15.4% |
| 3M | +11.9% | -7.8% | +19.8% | +14.3% |
| 6M | +42.4% | +6.3% | +36.1% | +38.7% |
| YTD | +87.4% | +12.6% | +74.9% | +78.3% |
| 1Y | +97.2% | +27.6% | +69.6% | +80.3% |
| 3Y | +375.7% | +154.0% | +221.6% | +243.0% |
| 5Y | +379.0% | +37.3% | +341.7% | +274.4% |
| All | +291.1% | +104.5% | +186.6% | +203.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling