+948.7%
VTI vs IVZ
+113.0%
+835.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | -0.4% | +1.2% | -1.5% | -0.7% |
| 30D | -1.6% | +1.8% | -3.4% | -2.2% |
| 3M | +3.6% | +15.7% | -12.2% | -1.6% |
| 6M | +13.0% | +36.3% | -23.3% | +1.5% |
| YTD | +12.7% | +24.9% | -12.2% | +3.7% |
| 1Y | +18.4% | +48.9% | -30.6% | +2.6% |
| 3Y | +76.4% | +136.8% | -60.4% | +27.8% |
| 5Y | +73.7% | +60.0% | +13.7% | +39.0% |
| 10Y | +302.5% | +63.4% | +239.1% | +190.0% |
| All | +948.7% | +113.0% | +835.7% | +408.3% |
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