+171.7%
IWM vs VZ
+60.3%
+111.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -1.0% |
| 7D | -1.1% | -1.0% | -0.2% | -0.9% |
| 30D | -3.1% | +5.8% | -8.9% | -4.6% |
| 3M | +2.2% | +10.5% | -8.3% | -0.9% |
| 6M | +15.1% | +1.8% | +13.3% | +14.1% |
| YTD | +18.6% | +28.3% | -9.7% | +9.0% |
| 1Y | +24.0% | +22.0% | +2.0% | +15.6% |
| 3Y | +63.7% | +81.8% | -18.1% | +27.9% |
| 5Y | +38.2% | +25.3% | +12.9% | +25.1% |
| 10Y | +171.7% | +64.4% | +107.3% | +131.8% |
| All | +171.7% | +60.3% | +111.4% | +131.8% |
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 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