+2,926.4%
V vs IVZ
+182.6%
+2,743.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.4% |
| 7D | -1.7% | +0.6% | -2.4% | -2.0% |
| 30D | +2.0% | +4.0% | -2.0% | +0.5% |
| 3M | +17.4% | +18.2% | -0.8% | +9.8% |
| 6M | +17.5% | +32.8% | -15.3% | +4.8% |
| YTD | +7.6% | +28.7% | -21.2% | -3.4% |
| 1Y | +7.7% | +55.4% | -47.7% | -10.0% |
| 3Y | +54.7% | +135.2% | -80.6% | +6.2% |
| 5Y | +73.0% | +64.2% | +8.9% | +31.1% |
| 10Y | +390.9% | +64.6% | +326.2% | +227.9% |
| All | +2,926.4% | +182.6% | +2,743.9% | +1,195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling