+454.5%
V vs IVZ
+48.7%
+405.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +0.6% | +2.2% | -1.5% | -0.1% |
| 30D | +9.7% | -2.2% | +11.9% | +10.2% |
| 3M | +17.3% | -8.4% | +25.7% | +19.9% |
| 6M | +33.2% | +6.2% | +27.0% | +29.5% |
| YTD | +21.3% | +12.4% | +8.9% | +15.1% |
| 1Y | +27.3% | +26.0% | +1.3% | +16.3% |
| 3Y | +76.1% | +147.9% | -71.8% | +24.8% |
| 5Y | +103.5% | +38.8% | +64.7% | +69.5% |
| 10Y | +454.5% | +44.6% | +409.9% | +286.2% |
| All | +454.5% | +48.7% | +405.8% | +286.2% |
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