+58.9%
IZRL vs VT
+164.7%
-105.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -0.4% | +0.4% | -0.9% | -0.9% |
| 30D | -3.1% | +1.0% | -4.1% | -4.1% |
| 3M | -6.3% | +2.4% | -8.7% | -8.5% |
| 6M | +1.3% | +12.0% | -10.7% | -9.8% |
| YTD | -2.0% | +15.3% | -17.4% | -15.4% |
| 1Y | +8.7% | +22.6% | -13.9% | -11.7% |
| 3Y | +54.5% | +74.7% | -20.2% | -12.2% |
| 5Y | -2.4% | +66.1% | -68.6% | -41.3% |
| All | +58.9% | +164.7% | -105.8% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling