+595.9%
VFC vs IVZ
+948.4%
-352.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | -1.4% | +5.1% | -6.6% | -3.2% |
| 30D | +24.6% | -1.6% | +26.2% | +25.1% |
| 3M | +38.4% | -9.1% | +47.6% | +42.8% |
| 6M | +15.3% | +1.8% | +13.5% | +14.1% |
| YTD | +12.7% | +10.8% | +1.9% | +7.9% |
| 1Y | +32.7% | +19.1% | +13.6% | +23.8% |
| 3Y | +43.7% | +144.4% | -100.7% | +6.9% |
| 5Y | -69.2% | +33.6% | -102.7% | -72.1% |
| 10Y | -50.0% | +41.7% | -91.6% | -59.0% |
| All | +595.9% | +948.4% | -352.5% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling