-91.7%
IZM vs VT
+91.0%
-182.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.9% | -6.3% | -7.5% |
| 7D | -8.0% | -1.8% | -6.2% | -8.7% |
| 30D | -39.1% | -0.7% | -38.4% | -39.3% |
| 3M | -32.0% | +3.0% | -34.9% | -30.6% |
| 6M | -81.9% | +7.4% | -89.3% | -81.0% |
| YTD | -89.1% | +10.4% | -99.5% | -88.6% |
| 1Y | -89.0% | +21.2% | -110.2% | -88.4% |
| 3Y | -95.2% | +65.4% | -160.6% | -94.4% |
| All | -91.7% | +91.0% | -182.6% | -84.8% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling