+219.8%
VT vs IVZ
+55.7%
+164.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +0.5% |
| 7D | +0.4% | +4.1% | -3.7% | -1.0% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | -3.2% | -7.8% | +4.6% | -1.0% |
| 6M | +0.9% | +6.3% | -5.4% | -1.7% |
| YTD | +11.3% | +12.6% | -1.2% | +5.8% |
| 1Y | +14.0% | +27.6% | -13.6% | +4.0% |
| 3Y | +75.8% | +154.0% | -78.2% | +24.8% |
| 5Y | +57.8% | +37.3% | +20.5% | +32.3% |
| 10Y | +219.8% | +50.5% | +169.3% | +135.9% |
| All | +219.8% | +55.7% | +164.1% | +135.9% |
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