+65.5%
VZ vs IGV
+362.3%
-296.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | +2.2% | -0.4% | +2.7% | +2.3% |
| 30D | +10.6% | -9.9% | +20.5% | +11.5% |
| 3M | -0.6% | -1.2% | +0.6% | -0.8% |
| 6M | +0.7% | +11.3% | -10.6% | -0.7% |
| YTD | +20.6% | -4.0% | +24.6% | +20.7% |
| 1Y | +22.7% | -7.3% | +30.0% | +23.3% |
| 3Y | +57.2% | +42.8% | +14.5% | +46.1% |
| 5Y | +21.4% | +13.7% | +7.7% | +16.0% |
| 10Y | +65.5% | +354.8% | -289.3% | +14.4% |
| All | +65.5% | +362.3% | -296.8% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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