+265.0%
VZ vs IJH
+1,048.4%
-783.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.4% |
| 7D | +0.9% | +3.0% | -2.1% | -0.5% |
| 30D | +6.9% | +0.8% | +6.1% | +6.4% |
| 3M | +0.6% | -5.1% | +5.7% | +2.9% |
| 6M | +0.3% | +1.3% | -1.0% | -0.8% |
| YTD | +21.9% | +12.8% | +9.1% | +14.0% |
| 1Y | +21.7% | +14.1% | +7.6% | +13.0% |
| 3Y | +58.5% | +57.8% | +0.7% | +22.4% |
| 5Y | +22.4% | +36.9% | -14.5% | -0.4% |
| 10Y | +71.4% | +174.1% | -102.6% | -9.6% |
| All | +265.0% | +1,048.4% | -783.4% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling