-77.0%
IZM vs VT
+92.1%
-169.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.3% | +9.0% | +8.8% |
| 7D | +11.9% | +2.4% | +9.6% | +11.4% |
| 30D | -21.1% | -1.5% | -19.6% | -20.9% |
| 3M | -39.1% | -4.1% | -35.0% | -38.8% |
| 6M | -63.2% | +0.6% | -63.8% | -62.9% |
| YTD | -70.0% | +11.0% | -81.1% | -70.1% |
| 1Y | -29.5% | +13.3% | -42.9% | -29.6% |
| 3Y | -92.3% | +73.4% | -165.7% | -90.7% |
| All | -77.0% | +92.1% | -169.1% | -60.3% |
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