+738.6%
IVV vs VZ
+250.2%
+488.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.7% |
| 7D | -2.7% | +2.1% | -4.8% | -3.5% |
| 30D | -5.4% | +1.4% | -6.7% | -6.3% |
| 3M | -4.1% | -1.3% | -2.8% | -4.2% |
| 6M | +0.7% | -0.5% | +1.3% | -0.4% |
| YTD | +8.7% | +19.6% | -10.9% | -1.3% |
| 1Y | +11.0% | +22.4% | -11.4% | -0.3% |
| 3Y | +75.4% | +55.9% | +19.5% | +38.0% |
| 5Y | +68.3% | +20.4% | +47.9% | +46.0% |
| 10Y | +315.5% | +66.9% | +248.7% | +206.4% |
| All | +738.6% | +250.2% | +488.4% | +301.9% |
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