-68.5%
VFC vs IVZ
+65.9%
-134.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.7% |
| 7D | -1.4% | -2.4% | +1.0% | +0.1% |
| 30D | -9.0% | +3.0% | -12.0% | -10.6% |
| 3M | -24.2% | +14.9% | -39.0% | -30.4% |
| 6M | -18.5% | +36.7% | -55.2% | -33.0% |
| YTD | -25.9% | +25.7% | -51.5% | -36.2% |
| 1Y | -13.0% | +47.7% | -60.7% | -32.1% |
| 3Y | -20.3% | +138.8% | -159.2% | -52.3% |
| 5Y | -78.1% | +62.1% | -140.2% | -84.4% |
| All | -68.5% | +65.9% | -134.4% | -83.6% |
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