+236.4%
VZ vs IBKR
+1,197.8%
-961.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.5% | +7.9% | -6.4% | +0.3% |
| 30D | +4.4% | -2.8% | +7.2% | +4.6% |
| 3M | -2.4% | -10.5% | +8.1% | -1.2% |
| 6M | +1.4% | -3.7% | +5.2% | +1.0% |
| YTD | +21.4% | +27.6% | -6.2% | +14.8% |
| 1Y | +20.3% | +22.5% | -2.2% | +14.4% |
| 3Y | +57.4% | +307.2% | -249.9% | +17.0% |
| 5Y | +21.9% | +357.7% | -335.7% | -13.2% |
| 10Y | +70.7% | +846.8% | -776.0% | -1.6% |
| All | +236.4% | +1,197.8% | -961.4% | +52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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