+70.6%
VZ vs IAU
+208.6%
-138.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.2% | +0.5% |
| 7D | +2.4% | +2.8% | -0.4% | +2.4% |
| 30D | +11.2% | -4.0% | +15.2% | +11.2% |
| 3M | 0.0% | -8.2% | +8.2% | +0.1% |
| 6M | +1.3% | -14.8% | +16.1% | +1.6% |
| YTD | +21.3% | -6.7% | +28.0% | +19.4% |
| 1Y | +23.9% | -2.2% | +26.2% | +21.5% |
| 3Y | +57.7% | +106.7% | -49.0% | +42.5% |
| 5Y | +21.2% | +114.8% | -93.6% | +8.9% |
| 10Y | +70.6% | +213.0% | -142.4% | +56.3% |
| All | +70.6% | +208.6% | -138.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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