+2,413.6%
IBM vs VZ
+1,012.0%
+1,401.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +0.3% | +7.9% | -7.6% | -2.2% |
| 3M | -21.6% | +13.6% | -35.3% | -24.9% |
| 6M | -4.7% | +1.1% | -5.8% | -5.4% |
| YTD | -19.1% | +29.3% | -48.4% | -26.2% |
| 1Y | -2.5% | +21.2% | -23.7% | -9.5% |
| 3Y | +74.2% | +75.9% | -1.7% | +41.1% |
| 5Y | +113.1% | +24.1% | +89.1% | +92.0% |
| 10Y | +133.5% | +62.4% | +71.1% | +92.9% |
| All | +2,413.6% | +1,012.0% | +1,401.6% | +1,109.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling