+55.6%
VFC vs IVZ
+30.5%
+25.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +4.2% | +0.3% | +2.1% |
| 7D | +21.5% | +2.6% | +18.8% | +19.7% |
| 30D | +46.7% | -3.5% | +50.1% | +49.2% |
| 3M | +38.4% | -7.4% | +45.8% | +44.1% |
| 6M | +15.2% | +14.7% | +0.5% | +5.4% |
| YTD | +17.8% | +14.6% | +3.2% | +4.0% |
| 1Y | +55.6% | +30.7% | +24.9% | +18.0% |
| All | +55.6% | +30.5% | +25.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling