+63.6%
VUG vs IVZ
+38.7%
+25.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.2% | +2.2% | -3.3% | -2.1% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -5.9% | -8.4% | +2.5% | -2.9% |
| 6M | -3.3% | +6.2% | -9.4% | -6.2% |
| YTD | +3.4% | +12.4% | -9.0% | -2.9% |
| 1Y | +1.9% | +26.0% | -24.1% | -8.9% |
| 3Y | +76.9% | +147.9% | -70.9% | +12.1% |
| All | +63.6% | +38.7% | +25.0% | +32.9% |
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 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