+471.6%
VLO vs IVZ
+35.0%
+436.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.2% |
| 7D | +6.8% | +5.1% | +1.6% | +5.3% |
| 30D | -17.9% | -1.6% | -16.3% | -17.8% |
| 3M | +13.5% | -9.1% | +22.7% | +15.9% |
| 6M | +53.0% | +1.8% | +51.3% | +50.4% |
| YTD | +133.7% | +10.8% | +122.9% | +121.5% |
| 1Y | +115.7% | +19.1% | +96.6% | +99.2% |
| 3Y | +231.9% | +144.4% | +87.5% | +131.9% |
| 5Y | +471.6% | +33.6% | +438.0% | +425.8% |
| All | +471.6% | +35.0% | +436.6% | +425.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling