+325.3%
VWO vs IVZ
+394.2%
-68.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | +0.9% | +1.8% | -0.9% | +0.1% |
| 3M | +4.3% | +15.7% | -11.5% | -2.2% |
| 6M | +10.5% | +36.3% | -25.8% | -3.2% |
| YTD | +13.4% | +24.9% | -11.6% | +2.2% |
| 1Y | +18.6% | +48.9% | -30.4% | -0.9% |
| 3Y | +65.8% | +136.8% | -71.0% | +9.2% |
| 5Y | +35.2% | +60.0% | -24.8% | -0.2% |
| 10Y | +116.6% | +63.4% | +53.3% | +37.0% |
| All | +325.3% | +394.2% | -68.9% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling