+2,574.6%
IBM vs VZ
+949.5%
+1,625.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | -1.7% | +0.9% | -2.7% | -2.0% |
| 30D | +10.1% | +8.9% | +1.2% | +7.0% |
| 3M | +4.8% | +0.1% | +4.7% | +4.4% |
| 6M | +12.6% | +1.9% | +10.7% | +11.3% |
| YTD | -13.9% | +22.0% | -35.9% | -20.3% |
| 1Y | -18.7% | +22.1% | -40.8% | -24.9% |
| 3Y | +81.9% | +58.7% | +23.2% | +52.2% |
| 5Y | +148.3% | +22.3% | +126.0% | +123.7% |
| 10Y | +143.6% | +71.6% | +72.0% | +97.5% |
| All | +2,574.6% | +949.5% | +1,625.1% | +1,206.5% |
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