-46.6%
VG vs IVZ
+74.7%
-121.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +5.7% |
| 7D | +5.5% | -2.8% | +8.3% | +6.1% |
| 30D | -3.6% | -2.2% | -1.4% | -3.3% |
| 3M | -4.0% | -8.1% | +4.1% | -2.3% |
| 6M | +9.4% | +3.8% | +5.6% | +5.9% |
| YTD | +86.6% | +11.5% | +75.2% | +73.2% |
| 1Y | +69.5% | +23.7% | +45.8% | +46.6% |
| All | -46.6% | +74.7% | -121.3% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling