-24.1%
IEZ vs VT
+223.7%
-247.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -2.3% |
| 7D | -7.3% | +0.4% | -7.7% | -8.0% |
| 30D | -8.1% | -2.6% | -5.5% | -4.8% |
| 3M | -11.0% | -3.2% | -7.7% | -7.1% |
| 6M | -17.3% | +0.9% | -18.2% | -19.2% |
| YTD | +20.4% | +11.3% | +9.1% | +1.4% |
| 1Y | +23.1% | +14.0% | +9.1% | 0.0% |
| 3Y | +19.4% | +75.8% | -56.4% | -48.7% |
| 5Y | +76.1% | +57.8% | +18.3% | -11.2% |
| 10Y | -24.1% | +219.8% | -243.9% | -85.1% |
| All | -24.1% | +223.7% | -247.8% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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