+25.5%
VZ vs IVZ
+64.2%
-38.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.1% | +0.6% | -0.6% | 0.0% |
| 30D | +7.9% | +4.0% | +3.9% | +7.5% |
| 3M | +13.6% | +18.2% | -4.5% | +12.0% |
| 6M | +1.1% | +32.8% | -31.7% | -1.4% |
| YTD | +29.3% | +28.7% | +0.5% | +26.1% |
| 1Y | +21.2% | +55.4% | -34.1% | +15.7% |
| 3Y | +75.9% | +135.2% | -59.3% | +55.3% |
| All | +25.5% | +64.2% | -38.7% | +13.7% |
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 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