+12.8%
VG vs IVZ
+56.4%
-43.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.3% |
| 7D | +1.7% | +0.6% | +1.1% | +1.8% |
| 30D | +16.0% | +4.0% | +12.0% | +16.5% |
| 3M | +9.7% | +18.2% | -8.5% | +11.4% |
| 6M | +29.6% | +32.8% | -3.3% | +33.6% |
| YTD | +112.0% | +28.7% | +83.3% | +118.1% |
| 1Y | +12.8% | +55.4% | -42.6% | +23.5% |
| All | +12.8% | +56.4% | -43.6% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling