+144.5%
IBM vs VZ
+60.3%
+84.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | +3.6% | -1.0% | +4.5% | +3.9% |
| 30D | +1.5% | +5.8% | -4.2% | -0.6% |
| 3M | -12.9% | +10.5% | -23.4% | -16.2% |
| 6M | -3.9% | +1.8% | -5.7% | -4.9% |
| YTD | -17.3% | +28.3% | -45.6% | -25.9% |
| 1Y | -5.0% | +22.0% | -27.0% | -13.3% |
| 3Y | +78.2% | +81.8% | -3.6% | +32.4% |
| 5Y | +120.6% | +25.3% | +95.3% | +96.3% |
| 10Y | +144.5% | +64.4% | +80.1% | +102.8% |
| All | +144.5% | +60.3% | +84.1% | +102.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VZ.
Daily Out/Under-Performance
Portfolio return minus VZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VZ 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 VZ 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