+776.1%
IVV vs VZ
+278.4%
+497.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.1% | +7.9% | -7.8% | -3.0% |
| 3M | +2.0% | +13.6% | -11.7% | -3.7% |
| 6M | +13.0% | +1.1% | +11.9% | +11.6% |
| YTD | +13.6% | +29.3% | -15.7% | +0.6% |
| 1Y | +20.1% | +21.2% | -1.2% | +8.9% |
| 3Y | +77.6% | +75.9% | +1.7% | +33.2% |
| 5Y | +82.5% | +24.1% | +58.4% | +57.6% |
| 10Y | +316.5% | +62.4% | +254.1% | +213.9% |
| All | +776.1% | +278.4% | +497.7% | +309.4% |
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 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