-99.9%
IZEA vs VT
+352.1%
-451.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.3% | +14.0% | +14.0% |
| 7D | +12.4% | +2.4% | +10.1% | +9.3% |
| 30D | +8.7% | -1.5% | +10.2% | +10.8% |
| 3M | -18.9% | -4.1% | -14.8% | -14.7% |
| 6M | -35.7% | +0.6% | -36.2% | -36.3% |
| YTD | -43.2% | +11.0% | -54.2% | -50.1% |
| 1Y | -49.1% | +13.3% | -62.4% | -56.5% |
| 3Y | +4.2% | +73.4% | -69.2% | -48.2% |
| 5Y | -73.3% | +57.4% | -130.7% | -85.0% |
| 10Y | -88.6% | +221.7% | -310.3% | -97.6% |
| All | -99.9% | +352.1% | -451.9% | -100.0% |
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