+215.6%
VZ vs IGV
+912.6%
-697.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +2.1% | -5.2% | +7.3% | +3.7% |
| 30D | +1.4% | -10.0% | +11.4% | +4.1% |
| 3M | -1.3% | -0.5% | -0.7% | -1.9% |
| 6M | -0.5% | +12.6% | -13.1% | -5.4% |
| YTD | +19.6% | -6.4% | +26.1% | +19.3% |
| 1Y | +22.4% | -9.5% | +31.9% | +23.2% |
| 3Y | +55.9% | +41.7% | +14.2% | +31.0% |
| 5Y | +20.4% | +12.7% | +7.8% | +6.4% |
| 10Y | +66.9% | +354.1% | -287.2% | -21.8% |
| All | +215.6% | +912.6% | -697.0% | -22.3% |
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