+143.6%
VLO vs IVZ
+56.4%
+87.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +5.2% | +0.6% | +4.6% | +5.2% |
| 30D | +22.6% | +4.0% | +18.6% | +22.7% |
| 3M | +43.8% | +18.2% | +25.6% | +44.9% |
| 6M | +65.7% | +32.8% | +32.9% | +69.4% |
| YTD | +131.1% | +28.7% | +102.4% | +134.4% |
| 1Y | +143.6% | +55.4% | +88.3% | +150.6% |
| All | +143.6% | +56.4% | +87.2% | +150.6% |
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