+21,433.3%
VLO vs IVZ
+948.4%
+20,484.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.3% |
| 7D | +6.8% | +5.1% | +1.6% | +4.9% |
| 30D | -17.9% | -1.6% | -16.3% | -17.8% |
| 3M | +13.5% | -9.1% | +22.7% | +16.6% |
| 6M | +53.0% | +1.8% | +51.3% | +49.7% |
| YTD | +133.7% | +10.8% | +122.9% | +118.8% |
| 1Y | +115.7% | +19.1% | +96.6% | +96.4% |
| 3Y | +231.9% | +144.4% | +87.5% | +127.1% |
| 5Y | +471.6% | +33.6% | +438.0% | +368.5% |
| 10Y | +780.7% | +41.7% | +739.1% | +562.9% |
| All | +21,433.3% | +948.4% | +20,484.8% | +9,689.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling