+219.2%
VT vs IVZ
+48.7%
+170.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.1% | +2.2% | -2.3% | -0.9% |
| 30D | -3.1% | -2.2% | -0.9% | -2.6% |
| 3M | -3.5% | -8.4% | +4.9% | -1.1% |
| 6M | +0.5% | +6.2% | -5.7% | -2.1% |
| YTD | +10.8% | +12.4% | -1.6% | +5.4% |
| 1Y | +11.9% | +26.0% | -14.1% | +2.5% |
| 3Y | +73.0% | +147.9% | -74.9% | +23.7% |
| 5Y | +58.6% | +38.8% | +19.8% | +32.5% |
| 10Y | +219.2% | +44.6% | +174.6% | +136.7% |
| All | +219.2% | +48.7% | +170.5% | +136.7% |
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