-22.9%
IEZ vs VT
+215.5%
-238.4%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.3% | +2.2% |
| 7D | -13.3% | -2.3% | -11.0% | -10.4% |
| 30D | -7.9% | -5.0% | -3.0% | -1.2% |
| 3M | -12.9% | -4.9% | -8.1% | -6.9% |
| 6M | -20.8% | -1.5% | -19.2% | -19.7% |
| YTD | +18.7% | +8.5% | +10.3% | +3.7% |
| 1Y | +22.3% | +11.4% | +10.9% | +2.7% |
| 3Y | +12.3% | +70.1% | -57.8% | -49.4% |
| 5Y | +77.2% | +53.7% | +23.4% | -7.2% |
| All | -22.9% | +215.5% | -238.4% | -84.5% |
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