+33.8%
VWO vs IVZ
+61.1%
-27.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.8% | -2.4% | +0.6% | -1.1% |
| 30D | -0.1% | +3.0% | -3.1% | -1.0% |
| 3M | +2.2% | +14.9% | -12.6% | -1.8% |
| 6M | +8.8% | +36.7% | -28.0% | -0.5% |
| YTD | +12.4% | +25.7% | -13.3% | +4.8% |
| 1Y | +15.6% | +47.7% | -32.1% | +3.0% |
| 3Y | +62.5% | +138.8% | -76.3% | +22.9% |
| All | +33.8% | +61.1% | -27.3% | +9.8% |
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