+161.1%
VEA vs IVZ
+65.9%
+95.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | -1.5% | -2.4% | +0.9% | -0.8% |
| 30D | -0.8% | +3.0% | -3.9% | -1.8% |
| 3M | +2.5% | +14.9% | -12.4% | -2.0% |
| 6M | +11.1% | +36.7% | -25.6% | +0.8% |
| YTD | +17.2% | +25.7% | -8.5% | +8.5% |
| 1Y | +24.5% | +47.7% | -23.2% | +9.6% |
| 3Y | +75.4% | +138.8% | -63.4% | +29.6% |
| 5Y | +61.1% | +62.1% | -1.0% | +29.7% |
| All | +161.1% | +65.9% | +95.2% | +92.8% |
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