-51.4%
VG vs IVZ
+65.3%
-116.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -22.0% | -2.4% | -19.6% | -21.7% |
| 30D | -11.6% | -11.2% | -0.4% | -9.2% |
| 3M | -14.9% | -14.0% | -0.9% | -11.9% |
| 6M | -3.5% | +0.5% | -4.0% | -6.2% |
| YTD | +70.0% | +5.4% | +64.5% | +59.9% |
| 1Y | +50.0% | +19.5% | +30.5% | +29.7% |
| All | -51.4% | +65.3% | -116.6% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling