-88.3%
IZEA vs VT
+229.8%
-318.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -3.3% |
| 7D | -3.3% | -1.1% | -2.2% | -2.3% |
| 30D | -5.9% | -1.0% | -4.9% | -4.9% |
| 3M | -21.0% | +3.2% | -24.2% | -23.7% |
| 6M | -22.1% | +12.5% | -34.6% | -31.5% |
| YTD | -34.0% | +14.1% | -48.1% | -42.8% |
| 1Y | -18.6% | +18.9% | -37.5% | -32.8% |
| 3Y | +38.9% | +74.1% | -35.1% | -25.1% |
| 5Y | -68.2% | +66.9% | -135.0% | -81.8% |
| All | -88.3% | +229.8% | -318.0% | -96.4% |
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