+46.8%
VMC vs IVZ
+57.9%
-11.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -3.7% | -2.4% | -1.3% | -2.9% |
| 30D | -12.8% | +2.5% | -15.3% | -13.5% |
| 3M | -7.9% | +17.1% | -25.0% | -13.2% |
| 6M | -7.5% | +35.1% | -42.7% | -17.4% |
| YTD | -11.6% | +24.3% | -35.9% | -19.0% |
| 1Y | -14.3% | +48.7% | -62.9% | -26.4% |
| 3Y | +18.5% | +135.6% | -117.1% | -17.2% |
| 5Y | +46.8% | +60.3% | -13.6% | +14.2% |
| All | +46.8% | +57.9% | -11.1% | +14.2% |
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 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