+645.9%
VST vs IVZ
+35.0%
+610.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +19.2% | +5.1% | +14.0% | +16.8% |
| 30D | -17.2% | -1.6% | -15.6% | -16.8% |
| 3M | -8.1% | -9.1% | +1.0% | -4.8% |
| 6M | -8.1% | +1.8% | -9.9% | -9.5% |
| YTD | -16.3% | +10.8% | -27.1% | -20.8% |
| 1Y | -24.1% | +19.1% | -43.2% | -30.6% |
| 3Y | +300.2% | +144.4% | +155.8% | +170.9% |
| 5Y | +645.9% | +33.6% | +612.4% | +486.2% |
| All | +645.9% | +35.0% | +610.9% | +486.2% |
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 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