+65.5%
VZ vs IAG
+326.7%
-261.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | +0.7% |
| 7D | +2.2% | +24.0% | -21.8% | +1.7% |
| 30D | +10.6% | +5.5% | +5.1% | +10.4% |
| 3M | -0.6% | +8.3% | -8.9% | -0.9% |
| 6M | +0.7% | +6.1% | -5.4% | +0.3% |
| YTD | +20.6% | +20.3% | +0.3% | +19.1% |
| 1Y | +22.7% | +56.5% | -33.7% | +19.9% |
| 3Y | +57.2% | +762.6% | -705.4% | +42.5% |
| 5Y | +21.4% | +546.3% | -524.9% | +9.6% |
| 10Y | +65.5% | +356.1% | -290.6% | +47.6% |
| All | +65.5% | +326.7% | -261.2% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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