+921.0%
VLO vs IVZ
+64.9%
+856.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | +6.2% | +1.2% | +5.1% | +5.6% |
| 30D | +23.5% | +1.8% | +21.7% | +22.3% |
| 3M | +53.9% | +15.7% | +38.1% | +42.6% |
| 6M | +81.7% | +36.3% | +45.3% | +53.7% |
| YTD | +142.5% | +24.9% | +117.5% | +112.0% |
| 1Y | +145.4% | +48.9% | +96.5% | +96.0% |
| 3Y | +197.3% | +136.8% | +60.5% | +79.3% |
| 5Y | +614.6% | +60.0% | +554.6% | +399.0% |
| All | +921.0% | +64.9% | +856.1% | +458.9% |
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