+41.6%
IZRL vs VT
+154.2%
-112.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -2.6% | -0.1% | -2.5% | -2.4% |
| 30D | -8.0% | -3.1% | -4.9% | -4.8% |
| 3M | -12.3% | -3.5% | -8.8% | -8.9% |
| 6M | -17.2% | +0.5% | -17.7% | -17.4% |
| YTD | -12.7% | +10.8% | -23.5% | -21.3% |
| 1Y | -8.4% | +11.9% | -20.3% | -18.3% |
| 3Y | +62.3% | +73.0% | -10.7% | -6.7% |
| 5Y | -13.3% | +58.6% | -71.9% | -45.3% |
| All | +41.6% | +154.2% | -112.6% | -45.5% |
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