+588.9%
VST vs IVZ
+27.3%
+561.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | 0.0% | +10.6% | +10.6% |
| 7D | -9.8% | -2.4% | -7.4% | -9.1% |
| 30D | -25.1% | -11.2% | -13.9% | -21.6% |
| 3M | -11.6% | -14.0% | +2.4% | -6.3% |
| 6M | -20.9% | +0.5% | -21.4% | -21.7% |
| YTD | -22.3% | +5.4% | -27.7% | -25.0% |
| 1Y | -32.0% | +19.5% | -51.5% | -38.0% |
| 3Y | +262.4% | +128.7% | +133.7% | +151.5% |
| All | +588.9% | +27.3% | +561.6% | +448.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling