+24.7%
IWM vs VZ
+20.9%
+3.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +0.3% | +2.4% | -2.1% | 0.0% |
| 30D | +0.6% | +11.2% | -10.6% | -0.7% |
| 3M | -6.2% | 0.0% | -6.2% | -6.3% |
| 6M | -0.8% | +1.3% | -2.1% | -1.1% |
| YTD | +14.8% | +21.3% | -6.5% | +10.7% |
| 1Y | +16.1% | +23.9% | -7.8% | +11.5% |
| 3Y | +71.5% | +57.7% | +13.8% | +52.0% |
| All | +24.7% | +20.9% | +3.9% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling