+187.9%
IYZ vs VT
+374.2%
-186.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | +0.1% |
| 7D | -0.8% | +0.4% | -1.3% | -1.2% |
| 30D | -0.7% | +1.0% | -1.6% | -1.5% |
| 3M | -3.4% | +2.4% | -5.8% | -5.3% |
| 6M | +6.1% | +12.0% | -5.9% | -3.7% |
| YTD | +26.9% | +15.3% | +11.5% | +12.3% |
| 1Y | +36.4% | +22.6% | +13.8% | +14.8% |
| 3Y | +99.9% | +74.7% | +25.2% | +24.6% |
| 5Y | +37.5% | +66.1% | -28.7% | -10.7% |
| 10Y | +68.4% | +225.0% | -156.7% | -37.9% |
| All | +187.9% | +374.2% | -186.3% | -25.2% |
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 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