+192.7%
VLO vs IVZ
+140.4%
+52.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.2% | +5.5% | +3.8% |
| 7D | +5.8% | +1.1% | +4.7% | +5.5% |
| 30D | +28.3% | +3.1% | +25.2% | +27.4% |
| 3M | +48.7% | +18.2% | +30.6% | +42.5% |
| 6M | +71.9% | +38.6% | +33.3% | +56.7% |
| YTD | +138.7% | +25.9% | +112.8% | +122.7% |
| 1Y | +148.5% | +51.7% | +96.8% | +117.2% |
| 3Y | +192.7% | +138.7% | +54.0% | +114.8% |
| All | +192.7% | +140.4% | +52.3% | +114.8% |
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