+800.0%
VGT vs IVZ
+65.9%
+734.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -0.2% | -2.4% | +2.2% | +0.7% |
| 30D | -0.4% | +3.0% | -3.5% | -1.6% |
| 3M | +4.4% | +14.9% | -10.4% | -1.0% |
| 6M | +32.1% | +36.7% | -4.7% | +17.2% |
| YTD | +28.8% | +25.7% | +3.1% | +17.3% |
| 1Y | +35.3% | +47.7% | -12.4% | +16.1% |
| 3Y | +124.8% | +138.8% | -14.1% | +57.1% |
| 5Y | +137.9% | +62.1% | +75.8% | +85.2% |
| All | +800.0% | +65.9% | +734.1% | +545.2% |
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