+409.6%
VUG vs IVZ
+64.1%
+345.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -1.9% | -2.4% | +0.5% | -1.1% |
| 30D | -1.6% | +2.5% | -4.1% | -2.4% |
| 3M | +4.4% | +17.1% | -12.7% | -1.2% |
| 6M | +13.2% | +35.1% | -21.9% | +1.9% |
| YTD | +7.5% | +24.3% | -16.8% | -1.0% |
| 1Y | +12.5% | +48.7% | -36.2% | -2.6% |
| 3Y | +86.0% | +135.6% | -49.7% | +33.9% |
| 5Y | +76.5% | +60.3% | +16.2% | +40.1% |
| All | +409.6% | +64.1% | +345.5% | +271.5% |
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