-48.6%
VFC vs IVZ
+43.7%
-92.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +1.8% |
| 7D | +1.6% | +7.6% | -6.0% | -2.8% |
| 30D | +25.5% | +4.3% | +21.2% | +21.9% |
| 3M | +41.3% | -9.3% | +50.6% | +48.8% |
| 6M | +22.2% | +5.2% | +17.0% | +17.2% |
| YTD | +16.4% | +13.4% | +3.0% | +5.7% |
| 1Y | +38.4% | +25.4% | +13.0% | +18.4% |
| 3Y | +56.2% | +152.5% | -96.3% | -9.5% |
| 5Y | -68.2% | +36.7% | -104.9% | -75.1% |
| All | -48.6% | +43.7% | -92.3% | -71.0% |
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 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