+347.6%
VZ vs IAG
+337.4%
+10.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.2% | -8.1% | -1.2% |
| 7D | +2.1% | +21.4% | -19.3% | +1.4% |
| 30D | +1.4% | +4.0% | -2.7% | +1.1% |
| 3M | -1.3% | +17.0% | -18.3% | -2.1% |
| 6M | -0.5% | +1.4% | -1.9% | -1.0% |
| YTD | +19.6% | +13.8% | +5.9% | +18.0% |
| 1Y | +22.4% | +55.8% | -33.4% | +19.1% |
| 3Y | +55.9% | +647.4% | -591.5% | +40.1% |
| 5Y | +20.4% | +519.1% | -498.7% | +7.5% |
| 10Y | +66.9% | +345.6% | -278.7% | +46.4% |
| All | +347.6% | +337.4% | +10.2% | +248.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling