+241.6%
VZ vs IBB
+554.8%
-313.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | +1.4% |
| 7D | +5.6% | -3.6% | +9.2% | +6.7% |
| 30D | +1.9% | +3.4% | -1.5% | +0.6% |
| 3M | +0.8% | +9.5% | -8.7% | -2.4% |
| 6M | +0.6% | +23.3% | -22.7% | -6.3% |
| YTD | +20.8% | +24.5% | -3.8% | +11.6% |
| 1Y | +23.9% | +32.9% | -9.0% | +12.2% |
| 3Y | +55.7% | +76.6% | -20.9% | +27.4% |
| 5Y | +21.5% | +35.5% | -14.0% | +6.6% |
| 10Y | +68.5% | +156.7% | -88.3% | +14.3% |
| All | +241.6% | +554.8% | -313.2% | +25.2% |
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