+221.5%
VZ vs IGV
+938.9%
-717.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.9% | +2.5% | -1.5% | +0.2% |
| 30D | +6.9% | -8.6% | +15.5% | +9.5% |
| 3M | +0.6% | -1.6% | +2.2% | +0.3% |
| 6M | +0.3% | +13.4% | -13.1% | -4.7% |
| YTD | +21.9% | -4.0% | +25.9% | +20.7% |
| 1Y | +21.7% | -7.6% | +29.3% | +21.8% |
| 3Y | +58.5% | +39.3% | +19.2% | +34.2% |
| 5Y | +22.4% | +14.5% | +7.9% | +7.8% |
| 10Y | +71.4% | +358.7% | -287.3% | -19.7% |
| All | +221.5% | +938.9% | -717.4% | -21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling