+1,164.9%
VST vs IVZ
+43.7%
+1,121.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.9% |
| 7D | +6.6% | +7.6% | -1.0% | +3.9% |
| 30D | -12.4% | +4.3% | -16.7% | -13.8% |
| 3M | -9.0% | -9.3% | +0.4% | -6.1% |
| 6M | -6.4% | +5.2% | -11.7% | -8.6% |
| YTD | -17.2% | +13.4% | -30.6% | -21.6% |
| 1Y | -22.0% | +25.4% | -47.4% | -28.9% |
| 3Y | +296.7% | +152.5% | +144.2% | +182.3% |
| 5Y | +637.6% | +36.7% | +600.9% | +513.7% |
| All | +1,164.9% | +43.7% | +1,121.2% | +815.5% |
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