+911.8%
VLO vs IVZ
+64.1%
+847.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.7% |
| 7D | +4.0% | -2.4% | +6.4% | +5.0% |
| 30D | +19.0% | +2.5% | +16.5% | +17.5% |
| 3M | +50.0% | +17.1% | +32.9% | +38.3% |
| 6M | +79.1% | +35.1% | +44.0% | +52.2% |
| YTD | +140.3% | +24.3% | +116.0% | +110.6% |
| 1Y | +148.3% | +48.7% | +99.7% | +98.4% |
| 3Y | +194.6% | +135.6% | +59.0% | +78.1% |
| 5Y | +609.6% | +60.3% | +549.2% | +394.5% |
| All | +911.8% | +64.1% | +847.7% | +455.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling