+287.1%
VZ vs IJH
+1,075.9%
-788.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +7.9% | -1.5% | +9.4% | +8.6% |
| 3M | +13.6% | +0.8% | +12.9% | +13.0% |
| 6M | +1.1% | +7.6% | -6.5% | -2.8% |
| YTD | +29.3% | +15.5% | +13.8% | +19.8% |
| 1Y | +21.2% | +16.9% | +4.3% | +11.4% |
| 3Y | +75.9% | +48.1% | +27.8% | +40.7% |
| 5Y | +24.1% | +47.8% | -23.7% | -2.7% |
| 10Y | +62.4% | +178.6% | -116.2% | -14.8% |
| All | +287.1% | +1,075.9% | -788.7% | -20.4% |
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