-25.5%
VFC vs IVZ
+140.4%
-165.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -0.1% |
| 7D | +0.8% | +1.1% | -0.3% | -0.1% |
| 30D | -11.9% | +3.1% | -15.0% | -14.3% |
| 3M | -20.2% | +18.2% | -38.3% | -30.8% |
| 6M | -23.0% | +38.6% | -61.6% | -42.5% |
| YTD | -26.2% | +25.9% | -52.1% | -40.9% |
| 1Y | -13.3% | +51.7% | -65.0% | -41.8% |
| 3Y | -25.5% | +138.7% | -164.1% | -69.7% |
| All | -25.5% | +140.4% | -165.8% | -69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling