-79.0%
VFC vs IVZ
+61.5%
-140.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.6% |
| 7D | -2.3% | +1.2% | -3.5% | -3.2% |
| 30D | -13.4% | +1.8% | -15.1% | -14.6% |
| 3M | -23.7% | +15.7% | -39.4% | -31.9% |
| 6M | -24.5% | +36.3% | -60.8% | -41.0% |
| YTD | -27.8% | +24.9% | -52.8% | -40.3% |
| 1Y | -13.5% | +48.9% | -62.4% | -37.7% |
| 3Y | -27.1% | +136.8% | -163.9% | -63.1% |
| 5Y | -79.0% | +60.0% | -139.0% | -87.5% |
| All | -79.0% | +61.5% | -140.5% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling