+65.5%
VZ vs IBB
+156.3%
-90.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.2% |
| 7D | +2.1% | -1.8% | +4.0% | +2.5% |
| 30D | +1.4% | +5.1% | -3.7% | +0.3% |
| 3M | -1.3% | +10.7% | -12.0% | -3.5% |
| 6M | -0.5% | +22.9% | -23.4% | -5.0% |
| YTD | +19.6% | +26.7% | -7.1% | +13.3% |
| 1Y | +22.4% | +35.1% | -12.7% | +14.2% |
| 3Y | +55.9% | +80.2% | -24.3% | +35.0% |
| 5Y | +20.4% | +37.8% | -17.4% | +9.7% |
| All | +65.5% | +156.3% | -90.8% | +34.2% |
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