+21.8%
VZ vs IVZ
+36.0%
-14.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.6% |
| 7D | +1.5% | +7.6% | -6.1% | +0.9% |
| 30D | +4.4% | +4.3% | 0.0% | +3.9% |
| 3M | -2.4% | -9.3% | +7.0% | -1.7% |
| 6M | +1.4% | +5.2% | -3.8% | +0.8% |
| YTD | +21.4% | +13.4% | +7.9% | +19.5% |
| 1Y | +20.3% | +25.4% | -5.1% | +17.0% |
| 3Y | +57.4% | +152.5% | -95.1% | +35.6% |
| All | +21.8% | +36.0% | -14.2% | +13.6% |
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