+2,723.0%
VRT vs IVZ
+89.9%
+2,633.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.1% | +3.3% | +3.9% |
| 7D | +9.1% | +0.6% | +8.5% | +8.9% |
| 30D | +0.9% | +4.0% | -3.1% | -0.8% |
| 3M | -13.4% | +18.2% | -31.6% | -19.1% |
| 6M | +11.7% | +32.8% | -21.1% | -1.1% |
| YTD | +73.2% | +28.7% | +44.5% | +54.4% |
| 1Y | +123.4% | +55.4% | +68.0% | +83.5% |
| 3Y | +606.2% | +135.2% | +471.0% | +376.2% |
| 5Y | +899.9% | +64.2% | +835.7% | +654.8% |
| All | +2,723.0% | +89.9% | +2,633.2% | +1,541.2% |
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 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