+125.7%
VMC vs IVZ
+43.7%
+82.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -2.9% | -1.4% |
| 7D | -1.3% | +7.6% | -8.9% | -3.9% |
| 30D | +15.5% | +4.3% | +11.1% | +13.6% |
| 3M | +0.6% | -9.3% | +9.9% | +3.9% |
| 6M | +2.1% | +5.2% | -3.2% | -0.7% |
| YTD | -1.6% | +13.4% | -15.0% | -7.3% |
| 1Y | -1.2% | +25.4% | -26.6% | -10.4% |
| 3Y | +35.3% | +152.5% | -117.2% | -8.6% |
| 5Y | +43.6% | +36.7% | +6.9% | +18.4% |
| All | +125.7% | +43.7% | +82.1% | +64.5% |
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