+66.6%
VTV vs IVZ
+132.2%
-65.5%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -2.1% | -2.4% | +0.3% | -1.5% |
| 30D | -1.3% | +2.5% | -3.8% | -1.9% |
| 3M | +5.6% | +17.1% | -11.4% | +1.5% |
| 6M | +12.4% | +35.1% | -22.8% | +4.1% |
| YTD | +17.6% | +24.3% | -6.7% | +10.8% |
| 1Y | +23.5% | +48.7% | -25.2% | +10.9% |
| All | +66.6% | +132.2% | -65.5% | +27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling