+56.9%
IZRL vs VT
+163.4%
-106.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -0.3% | +1.0% | -1.4% | -1.4% |
| 30D | -3.5% | -0.2% | -3.3% | -3.3% |
| 3M | -3.8% | +4.5% | -8.3% | -8.1% |
| 6M | -1.4% | +14.1% | -15.4% | -13.8% |
| YTD | -3.3% | +14.8% | -18.1% | -16.1% |
| 1Y | +3.5% | +21.2% | -17.6% | -15.0% |
| 3Y | +57.5% | +76.6% | -19.0% | -11.4% |
| 5Y | -2.4% | +66.6% | -69.0% | -41.4% |
| All | +56.9% | +163.4% | -106.5% | -41.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling