-58.2%
IEZ vs VT
+363.9%
-422.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.7% | -6.5% | -7.1% |
| 7D | -9.9% | -0.3% | -9.6% | -9.7% |
| 30D | -7.7% | -1.4% | -6.2% | -6.0% |
| 3M | -9.6% | -1.4% | -8.2% | -8.2% |
| 6M | -19.8% | +5.5% | -25.3% | -26.2% |
| YTD | +22.9% | +12.8% | +10.0% | +2.5% |
| 1Y | +27.2% | +15.4% | +11.7% | +2.8% |
| 3Y | +14.4% | +76.9% | -62.5% | -48.3% |
| 5Y | +85.1% | +60.4% | +24.6% | -5.2% |
| 10Y | -18.9% | +232.8% | -251.6% | -82.8% |
| All | -58.2% | +363.9% | -422.0% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling