+59.9%
VZ vs IAG
+371.9%
-312.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +7.9% | +28.9% | -21.0% | +7.1% |
| 3M | +13.6% | +19.1% | -5.5% | +12.9% |
| 6M | +1.1% | -10.3% | +11.4% | +1.2% |
| YTD | +29.3% | +24.2% | +5.1% | +27.6% |
| 1Y | +21.2% | +116.5% | -95.2% | +17.0% |
| 3Y | +75.9% | +742.8% | -666.9% | +59.3% |
| 5Y | +24.1% | +753.3% | -729.2% | +11.4% |
| All | +59.9% | +371.9% | -312.0% | +41.4% |
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