+2,486.9%
VRT vs IVZ
+85.3%
+2,401.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.1% |
| 7D | -8.4% | -2.4% | -6.0% | -7.4% |
| 30D | -10.9% | +3.0% | -13.9% | -12.0% |
| 3M | -13.7% | +14.9% | -28.6% | -18.5% |
| 6M | -4.1% | +36.7% | -40.9% | -16.1% |
| YTD | +58.7% | +25.7% | +33.1% | +43.0% |
| 1Y | +89.6% | +47.7% | +41.9% | +59.2% |
| 3Y | +558.1% | +138.8% | +419.3% | +341.7% |
| 5Y | +953.0% | +62.1% | +890.9% | +701.0% |
| All | +2,486.9% | +85.3% | +2,401.5% | +1,420.1% |
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 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