-14.4%
VFC vs IVZ
+48.1%
-62.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | -4.0% | -2.4% | -1.6% | -2.6% |
| 30D | -14.6% | +2.5% | -17.1% | -15.9% |
| 3M | -23.1% | +17.1% | -40.2% | -29.9% |
| 6M | -25.2% | +35.1% | -60.4% | -38.2% |
| YTD | -29.5% | +24.3% | -53.8% | -39.8% |
| 1Y | -14.4% | +48.7% | -63.0% | -37.8% |
| All | -14.4% | +48.1% | -62.5% | -37.8% |
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 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