-97.6%
IZM vs VT
+77.9%
-175.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -3.7% | +0.4% | -4.2% | -3.7% |
| 30D | -10.4% | +1.0% | -11.4% | -10.2% |
| 3M | -44.8% | +2.4% | -47.2% | -43.7% |
| 6M | -68.0% | +12.0% | -80.0% | -66.9% |
| YTD | -90.8% | +15.3% | -106.2% | -90.5% |
| 1Y | -90.6% | +22.6% | -113.2% | -90.4% |
| All | -97.6% | +77.9% | -175.4% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling