+61.1%
VZ vs IVZ
+61.1%
0.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +0.2% | +1.1% | -0.9% | +0.1% |
| 30D | +7.1% | +3.1% | +4.0% | +6.7% |
| 3M | +12.8% | +18.2% | -5.3% | +10.1% |
| 6M | +1.8% | +38.6% | -36.8% | -3.0% |
| YTD | +30.0% | +25.9% | +4.1% | +25.1% |
| 1Y | +24.3% | +51.7% | -27.4% | +16.2% |
| 3Y | +84.3% | +138.7% | -54.4% | +56.9% |
| 5Y | +25.9% | +62.8% | -36.9% | +11.9% |
| 10Y | +61.1% | +60.9% | +0.2% | +36.1% |
| All | +61.1% | +61.1% | 0.0% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling