+66.1%
IYZ vs VT
+224.4%
-158.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +1.7% |
| 7D | +4.2% | -0.7% | +4.9% | +5.0% |
| 30D | -4.1% | -1.7% | -2.4% | -2.5% |
| 3M | -7.9% | -2.3% | -5.6% | -5.8% |
| 6M | -3.7% | +1.5% | -5.3% | -4.8% |
| YTD | +19.5% | +12.0% | +7.5% | +8.3% |
| 1Y | +26.3% | +12.9% | +13.4% | +13.7% |
| 3Y | +102.3% | +74.9% | +27.4% | +23.6% |
| 5Y | +36.5% | +59.9% | -23.4% | -10.2% |
| 10Y | +66.1% | +224.6% | -158.5% | -46.4% |
| All | +66.1% | +224.4% | -158.2% | -46.4% |
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