+335.6%
VZ vs IAU
+793.8%
-458.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +2.1% | +4.7% | -2.6% | +2.1% |
| 30D | +1.4% | -0.9% | +2.3% | +1.4% |
| 3M | -1.3% | -4.4% | +3.1% | -1.3% |
| 6M | -0.5% | -13.5% | +13.0% | -0.4% |
| YTD | +19.6% | -5.9% | +25.5% | +19.1% |
| 1Y | +22.4% | +1.9% | +20.5% | +21.6% |
| 3Y | +55.9% | +104.1% | -48.2% | +52.0% |
| 5Y | +20.4% | +121.0% | -100.6% | +17.2% |
| 10Y | +66.9% | +204.1% | -137.2% | +62.5% |
| All | +335.6% | +793.8% | -458.1% | +309.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling