+67.1%
V vs IVZ
+63.4%
+3.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -1.1% |
| 7D | -1.1% | +1.1% | -2.2% | -1.4% |
| 30D | +1.9% | +3.1% | -1.2% | +1.0% |
| 3M | +15.5% | +18.2% | -2.6% | +10.0% |
| 6M | +16.6% | +38.6% | -22.0% | +5.7% |
| YTD | +5.7% | +25.9% | -20.2% | -1.9% |
| 1Y | +8.6% | +51.7% | -43.1% | -4.8% |
| 3Y | +52.5% | +138.7% | -86.1% | +11.9% |
| 5Y | +67.1% | +62.8% | +4.3% | +35.0% |
| All | +67.1% | +63.4% | +3.7% | +35.0% |
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