+76.0%
VUG vs IVZ
+61.5%
+14.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | -1.7% | +1.8% | -3.5% | -2.4% |
| 3M | +2.8% | +15.7% | -12.9% | -3.2% |
| 6M | +13.6% | +36.3% | -22.7% | 0.0% |
| YTD | +8.1% | +24.9% | -16.9% | -2.2% |
| 1Y | +13.1% | +48.9% | -35.9% | -4.9% |
| 3Y | +87.0% | +136.8% | -49.8% | +24.1% |
| 5Y | +76.0% | +60.0% | +16.0% | +30.3% |
| All | +76.0% | +61.5% | +14.5% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling