+364.0%
VFC vs IVZ
+1,117.8%
-753.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.6% | +4.0% | -15.6% | -12.9% |
| 3M | -18.1% | +18.2% | -36.3% | -22.9% |
| 6M | -27.4% | +32.8% | -60.2% | -34.5% |
| YTD | -24.8% | +28.7% | -53.6% | -31.6% |
| 1Y | -8.2% | +55.4% | -63.6% | -21.9% |
| 3Y | -29.1% | +135.2% | -164.3% | -46.6% |
| 5Y | -79.2% | +64.2% | -143.4% | -82.5% |
| 10Y | -68.1% | +64.6% | -132.7% | -75.2% |
| All | +364.0% | +1,117.8% | -753.8% | +104.3% |
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