+22.1%
VMC vs IVZ
+140.4%
-118.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.0% |
| 7D | -0.5% | +1.1% | -1.6% | -0.9% |
| 30D | -9.1% | +3.1% | -12.2% | -9.9% |
| 3M | -4.1% | +18.2% | -22.3% | -9.1% |
| 6M | -5.5% | +38.6% | -44.1% | -14.8% |
| YTD | -8.9% | +25.9% | -34.8% | -15.7% |
| 1Y | -12.9% | +51.7% | -64.6% | -23.9% |
| 3Y | +22.1% | +138.7% | -116.5% | -8.5% |
| All | +22.1% | +140.4% | -118.2% | -8.5% |
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 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