+22.3%
VZ vs IJH
+39.3%
-17.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +8.9% | +2.1% | +6.8% | +8.5% |
| 3M | +0.1% | -3.6% | +3.7% | +0.7% |
| 6M | +1.9% | +1.8% | +0.1% | +1.4% |
| YTD | +22.0% | +14.1% | +7.9% | +18.3% |
| 1Y | +22.1% | +15.9% | +6.3% | +18.0% |
| 3Y | +58.7% | +59.7% | -1.0% | +38.3% |
| 5Y | +22.3% | +39.1% | -16.8% | +7.6% |
| All | +22.3% | +39.3% | -17.0% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling