+309.6%
IVV vs VZ
+68.5%
+241.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.1% |
| 7D | +0.1% | +2.2% | -2.2% | -0.5% |
| 30D | -3.3% | +10.6% | -13.9% | -6.0% |
| 3M | -2.4% | -0.6% | -1.8% | -2.6% |
| 6M | +2.6% | +0.7% | +1.9% | +1.6% |
| YTD | +11.3% | +20.6% | -9.3% | +3.6% |
| 1Y | +13.4% | +22.7% | -9.3% | +4.8% |
| 3Y | +80.3% | +57.2% | +23.1% | +47.7% |
| 5Y | +72.7% | +21.4% | +51.3% | +56.8% |
| 10Y | +309.6% | +65.5% | +244.2% | +245.4% |
| All | +309.6% | +68.5% | +241.2% | +245.4% |
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