+148.8%
IEZ vs VT
+66.2%
+82.7%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.1% | +0.4% | +1.6% | +1.5% |
| 30D | +10.2% | +1.0% | +9.3% | +9.0% |
| 3M | -2.4% | +2.4% | -4.8% | -5.2% |
| 6M | +10.0% | +12.0% | -2.0% | -3.8% |
| YTD | +47.1% | +15.3% | +31.8% | +24.4% |
| 1Y | +61.7% | +22.6% | +39.1% | +27.4% |
| 3Y | +30.3% | +74.7% | -44.3% | -29.7% |
| All | +148.8% | +66.2% | +82.7% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling