+147.3%
IBM vs VZ
+70.7%
+76.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | +9.2% | +4.4% | +4.8% | +7.4% |
| 3M | +4.9% | -2.4% | +7.3% | +5.4% |
| 6M | +16.8% | +1.4% | +15.3% | +15.5% |
| YTD | -14.3% | +21.4% | -35.7% | -21.8% |
| 1Y | -16.7% | +20.3% | -37.0% | -23.9% |
| 3Y | +82.2% | +57.4% | +24.9% | +44.0% |
| 5Y | +149.9% | +21.9% | +128.0% | +122.5% |
| All | +147.3% | +70.7% | +76.6% | +95.7% |
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