+402.8%
VUG vs IVZ
+43.7%
+359.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.7% |
| 7D | +2.5% | +7.6% | -5.1% | 0.0% |
| 30D | -6.3% | +4.3% | -10.6% | -7.7% |
| 3M | -6.0% | -9.3% | +3.3% | -3.2% |
| 6M | -3.5% | +5.2% | -8.8% | -5.7% |
| YTD | +3.9% | +13.4% | -9.5% | -1.6% |
| 1Y | +5.1% | +25.4% | -20.3% | -3.9% |
| 3Y | +77.9% | +152.5% | -74.6% | +25.0% |
| 5Y | +62.4% | +36.7% | +25.7% | +35.6% |
| All | +402.8% | +43.7% | +359.2% | +277.9% |
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