+71.6%
VZ vs IBB
+133.2%
-61.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +0.9% | -1.4% | +2.3% | +1.1% |
| 30D | +8.9% | +6.8% | +2.1% | +7.5% |
| 3M | +0.1% | +9.2% | -9.1% | -1.9% |
| 6M | +1.9% | +28.3% | -26.4% | -3.6% |
| YTD | +22.0% | +29.4% | -7.3% | +15.0% |
| 1Y | +22.1% | +33.2% | -11.0% | +14.2% |
| 3Y | +58.7% | +90.2% | -31.5% | +35.5% |
| 5Y | +22.3% | +44.0% | -21.7% | +10.3% |
| 10Y | +71.6% | +133.1% | -61.5% | +36.3% |
| All | +71.6% | +133.2% | -61.5% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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