+21,190.3%
VLO vs IVZ
+1,117.8%
+20,072.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +5.2% | +0.6% | +4.6% | +4.9% |
| 30D | +22.6% | +4.0% | +18.6% | +20.9% |
| 3M | +43.8% | +18.2% | +25.6% | +34.7% |
| 6M | +65.7% | +32.8% | +32.9% | +47.3% |
| YTD | +131.1% | +28.7% | +102.4% | +106.7% |
| 1Y | +143.6% | +55.4% | +88.3% | +103.0% |
| 3Y | +201.4% | +135.2% | +66.2% | +110.1% |
| 5Y | +568.9% | +64.2% | +504.7% | +411.6% |
| 10Y | +891.8% | +64.6% | +827.2% | +612.9% |
| All | +21,190.3% | +1,117.8% | +20,072.5% | +9,147.1% |
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 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