+377.4%
VT vs IVZ
+165.1%
+212.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.4% |
| 7D | +0.4% | +0.6% | -0.2% | +0.2% |
| 30D | +1.0% | +4.0% | -3.0% | -0.5% |
| 3M | +2.4% | +18.2% | -15.8% | -4.0% |
| 6M | +12.0% | +32.8% | -20.8% | +0.3% |
| YTD | +15.3% | +28.7% | -13.4% | +4.0% |
| 1Y | +22.6% | +55.4% | -32.8% | +2.9% |
| 3Y | +74.7% | +135.2% | -60.5% | +21.6% |
| 5Y | +66.1% | +64.2% | +2.0% | +27.4% |
| 10Y | +225.0% | +64.6% | +160.4% | +121.8% |
| All | +377.4% | +165.1% | +212.4% | +124.3% |
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