+151.9%
IWM vs VZ
+71.6%
+80.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | +0.9% | -1.3% | -0.6% |
| 30D | +1.9% | +8.9% | -7.1% | -0.5% |
| 3M | -5.7% | +0.1% | -5.8% | -6.1% |
| 6M | -0.3% | +1.9% | -2.2% | -1.5% |
| YTD | +15.8% | +22.0% | -6.2% | +7.6% |
| 1Y | +17.1% | +22.1% | -5.0% | +8.7% |
| 3Y | +73.1% | +58.7% | +14.4% | +41.9% |
| 5Y | +25.9% | +22.3% | +3.5% | +13.9% |
| 10Y | +151.9% | +71.6% | +80.3% | +112.9% |
| All | +151.9% | +71.6% | +80.3% | +112.9% |
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 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