+65.5%
VZ vs IAU
+209.6%
-144.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.8% |
| 7D | +2.2% | +4.9% | -2.7% | +2.2% |
| 30D | +10.6% | -1.4% | +12.0% | +10.6% |
| 3M | -0.6% | -4.8% | +4.2% | -0.6% |
| 6M | +0.7% | -12.5% | +13.2% | +1.0% |
| YTD | +20.6% | -4.2% | +24.8% | +18.8% |
| 1Y | +22.7% | +3.1% | +19.6% | +20.0% |
| 3Y | +57.2% | +110.0% | -52.8% | +42.0% |
| 5Y | +21.4% | +123.1% | -101.7% | +8.8% |
| 10Y | +65.5% | +216.7% | -151.2% | +53.3% |
| All | +65.5% | +209.6% | -144.1% | +53.3% |
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