+620.6%
VFC vs IVZ
+963.1%
-342.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | +3.5% | +2.2% | +1.3% | +2.6% |
| 30D | +38.3% | -2.2% | +40.4% | +39.0% |
| 3M | +40.2% | -8.4% | +48.6% | +44.2% |
| 6M | +10.6% | +6.2% | +4.5% | +7.8% |
| YTD | +16.7% | +12.4% | +4.3% | +11.1% |
| 1Y | +45.0% | +26.0% | +19.0% | +32.7% |
| 3Y | +48.8% | +147.9% | -99.1% | +10.1% |
| 5Y | -67.6% | +38.8% | -106.3% | -71.1% |
| 10Y | -47.5% | +44.6% | -92.1% | -57.3% |
| All | +620.6% | +963.1% | -342.6% | +232.1% |
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