-99.8%
IZEA vs VT
+369.6%
-469.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.6% |
| 7D | -2.6% | +0.4% | -3.1% | -3.1% |
| 30D | -15.1% | +1.0% | -16.0% | -16.0% |
| 3M | -20.7% | +2.4% | -23.1% | -23.1% |
| 6M | -19.8% | +12.0% | -31.8% | -30.5% |
| YTD | -31.7% | +15.3% | -47.1% | -42.8% |
| 1Y | -17.4% | +22.6% | -40.0% | -36.0% |
| 3Y | +35.9% | +74.7% | -38.8% | -33.0% |
| 5Y | -68.3% | +66.1% | -134.5% | -83.2% |
| 10Y | -89.0% | +225.0% | -314.0% | -97.7% |
| All | -99.8% | +369.6% | -469.4% | -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