+250.4%
ROIV vs IVZ
+64.2%
+186.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.1% |
| 7D | +0.6% | +0.6% | 0.0% | +0.4% |
| 30D | +1.0% | +4.0% | -3.0% | -0.5% |
| 3M | +18.3% | +18.2% | +0.1% | +11.0% |
| 6M | +18.3% | +32.8% | -14.5% | +6.4% |
| YTD | +61.0% | +28.7% | +32.2% | +45.5% |
| 1Y | +177.9% | +55.4% | +122.5% | +134.0% |
| 3Y | +199.1% | +135.2% | +63.8% | +108.2% |
| All | +250.4% | +64.2% | +186.2% | +157.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling