+213.7%
VT vs IVZ
+48.5%
+165.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.3% | -2.4% | +0.1% | -1.6% |
| 30D | -5.0% | -11.2% | +6.3% | -1.5% |
| 3M | -4.9% | -14.0% | +9.1% | -0.6% |
| 6M | -1.5% | +0.5% | -2.0% | -2.3% |
| YTD | +8.5% | +5.4% | +3.1% | +5.3% |
| 1Y | +11.4% | +19.5% | -8.1% | +3.8% |
| 3Y | +70.1% | +128.7% | -58.6% | +24.9% |
| 5Y | +53.7% | +28.8% | +25.0% | +31.6% |
| All | +213.7% | +48.5% | +165.2% | +136.2% |
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 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