-79.2%
IZM vs VT
+93.8%
-173.0%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.3% | -2.3% |
| 7D | -5.5% | -0.7% | -4.8% | -5.3% |
| 30D | -21.0% | -1.7% | -19.2% | -20.8% |
| 3M | -47.5% | -2.3% | -45.2% | -47.4% |
| 6M | -62.4% | +1.5% | -63.9% | -62.1% |
| YTD | -72.8% | +12.0% | -84.9% | -73.0% |
| 1Y | -50.4% | +12.9% | -63.2% | -50.6% |
| 3Y | -92.2% | +74.9% | -167.1% | -90.5% |
| All | -79.2% | +93.8% | -173.0% | -64.1% |
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