+12.9%
VUG vs IVZ
+49.7%
-36.8%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.5% | -2.4% | +1.9% | +0.2% |
| 30D | -1.0% | +3.0% | -4.0% | -1.9% |
| 3M | +3.5% | +14.9% | -11.3% | -0.8% |
| 6M | +14.2% | +36.7% | -22.6% | +3.6% |
| YTD | +8.5% | +25.7% | -17.2% | -0.1% |
| 1Y | +12.9% | +47.7% | -34.8% | -0.5% |
| All | +12.9% | +49.7% | -36.8% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling