+297.8%
VTI vs IVZ
+65.9%
+231.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -0.9% | -2.4% | +1.5% | -0.1% |
| 30D | -1.4% | +3.0% | -4.5% | -2.5% |
| 3M | +3.6% | +14.9% | -11.3% | -1.5% |
| 6M | +13.6% | +36.7% | -23.1% | +1.6% |
| YTD | +12.9% | +25.7% | -12.8% | +3.4% |
| 1Y | +17.2% | +47.7% | -30.5% | +1.4% |
| 3Y | +75.7% | +138.8% | -63.1% | +25.0% |
| 5Y | +75.4% | +62.1% | +13.3% | +37.8% |
| All | +297.8% | +65.9% | +231.9% | +182.5% |
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 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