+812.9%
VOO vs IVZ
+191.3%
+621.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -2.0% | -2.4% | +0.4% | -1.2% |
| 30D | -1.7% | +2.5% | -4.2% | -2.6% |
| 3M | +4.7% | +17.1% | -12.3% | -1.3% |
| 6M | +12.6% | +35.1% | -22.6% | +0.5% |
| YTD | +11.8% | +24.3% | -12.5% | +2.2% |
| 1Y | +17.5% | +48.7% | -31.1% | +0.7% |
| 3Y | +77.0% | +135.6% | -58.6% | +24.2% |
| 5Y | +82.6% | +60.3% | +22.2% | +42.2% |
| 10Y | +320.0% | +62.5% | +257.4% | +192.4% |
| All | +812.9% | +191.3% | +621.6% | +362.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling