+64.9%
VZ vs IJH
+184.0%
-119.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +0.9% | -1.9% | +2.8% | +1.5% |
| 30D | +7.7% | -4.6% | +12.4% | +9.2% |
| 3M | +9.7% | -1.2% | +10.8% | +9.9% |
| 6M | +3.1% | +9.4% | -6.3% | +0.2% |
| YTD | +30.5% | +13.3% | +17.2% | +25.2% |
| 1Y | +22.5% | +13.4% | +9.1% | +17.4% |
| 3Y | +82.4% | +50.4% | +31.9% | +57.1% |
| 5Y | +28.0% | +49.0% | -20.9% | +9.3% |
| All | +64.9% | +184.0% | -119.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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