+769.3%
VST vs IVZ
+64.2%
+705.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.1% | +2.4% | +3.1% |
| 7D | +8.9% | +0.6% | +8.3% | +8.6% |
| 30D | +6.2% | +4.0% | +2.2% | +4.4% |
| 3M | -2.7% | +18.2% | -20.9% | -9.5% |
| 6M | -8.4% | +32.8% | -41.2% | -19.0% |
| YTD | -7.2% | +28.7% | -35.9% | -17.1% |
| 1Y | -20.9% | +55.4% | -76.3% | -34.8% |
| 3Y | +384.0% | +135.2% | +248.8% | +230.4% |
| All | +769.3% | +64.2% | +705.2% | +524.2% |
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