+40.0%
IWM vs VZ
+26.2%
+13.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | -2.3% | +7.1% | -9.4% | -3.2% |
| 3M | +4.0% | +12.8% | -8.9% | +2.2% |
| 6M | +17.9% | +1.8% | +16.1% | +17.6% |
| YTD | +20.2% | +30.0% | -9.8% | +14.9% |
| 1Y | +25.0% | +24.3% | +0.7% | +20.4% |
| 3Y | +66.0% | +84.3% | -18.3% | +41.8% |
| 5Y | +40.0% | +25.9% | +14.1% | +36.5% |
| All | +40.0% | +26.2% | +13.8% | +36.5% |
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