+348.0%
VT vs IVZ
+117.0%
+231.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -1.2% |
| 7D | -4.2% | -6.7% | +2.5% | -1.9% |
| 30D | -5.8% | -10.9% | +5.1% | -2.0% |
| 3M | -5.2% | -14.8% | +9.6% | 0.0% |
| 6M | +0.1% | +2.4% | -2.3% | -1.5% |
| YTD | +8.2% | +5.4% | +2.8% | +4.5% |
| 1Y | +10.1% | +19.6% | -9.4% | +1.5% |
| 3Y | +69.7% | +122.4% | -52.8% | +20.3% |
| 5Y | +53.4% | +28.8% | +24.6% | +28.6% |
| 10Y | +219.2% | +52.3% | +166.9% | +122.7% |
| All | +348.0% | +117.0% | +231.0% | +125.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling