+2,275.0%
VMC vs IVZ
+1,117.8%
+1,157.2%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -4.3% | +0.6% | -5.0% | -4.5% |
| 30D | -8.2% | +4.0% | -12.3% | -9.5% |
| 3M | -7.0% | +18.2% | -25.2% | -12.5% |
| 6M | -10.8% | +32.8% | -43.6% | -19.4% |
| YTD | -7.4% | +28.7% | -36.1% | -15.7% |
| 1Y | -9.5% | +55.4% | -64.9% | -22.9% |
| 3Y | +20.5% | +135.2% | -114.7% | -13.4% |
| 5Y | +51.6% | +64.2% | -12.6% | +19.7% |
| 10Y | +150.0% | +64.6% | +85.4% | +80.6% |
| All | +2,275.0% | +1,117.8% | +1,157.2% | +946.9% |
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