+22.1%
IYZ vs VT
+53.2%
-31.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -1.8% |
| 7D | -8.1% | -4.2% | -3.9% | -4.4% |
| 30D | -17.7% | -5.8% | -11.9% | -13.1% |
| 3M | -15.0% | -5.2% | -9.8% | -10.7% |
| 6M | -13.6% | +0.1% | -13.7% | -13.5% |
| YTD | +8.5% | +8.2% | +0.3% | +1.1% |
| 1Y | +14.2% | +10.1% | +4.1% | +4.8% |
| 3Y | +78.0% | +69.7% | +8.3% | +9.6% |
| 5Y | +22.1% | +53.4% | -31.2% | -19.9% |
| All | +22.1% | +53.2% | -31.1% | -19.9% |
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