+129.0%
VTRS vs IVZ
+1,088.7%
-959.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -2.2% | -2.4% | +0.2% | -1.5% |
| 30D | +3.3% | +3.0% | +0.3% | +2.4% |
| 3M | +2.0% | +14.9% | -12.9% | -2.3% |
| 6M | +19.9% | +36.7% | -16.8% | +9.4% |
| YTD | +35.7% | +25.7% | +10.1% | +26.2% |
| 1Y | +68.1% | +47.7% | +20.4% | +49.2% |
| 3Y | +87.1% | +138.8% | -51.7% | +42.2% |
| 5Y | +47.6% | +62.1% | -14.4% | +22.5% |
| 10Y | -48.2% | +64.3% | -112.5% | -60.1% |
| All | +129.0% | +1,088.7% | -959.7% | +27.0% |
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