+265.7%
VZ vs IBB
+560.8%
-295.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.3% |
| 30D | +7.9% | +10.5% | -2.6% | +4.6% |
| 3M | +13.6% | +23.6% | -10.0% | +6.3% |
| 6M | +1.1% | +22.6% | -21.5% | -5.6% |
| YTD | +29.3% | +25.7% | +3.6% | +19.6% |
| 1Y | +21.2% | +51.4% | -30.1% | +5.8% |
| 3Y | +75.9% | +64.4% | +11.5% | +47.8% |
| 5Y | +24.1% | +22.1% | +1.9% | +12.9% |
| 10Y | +62.4% | +132.5% | -70.1% | +14.3% |
| All | +265.7% | +560.8% | -295.1% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling