+64.4%
VZ vs IJR
+165.8%
-101.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.1% |
| 7D | -1.0% | -1.1% | +0.2% | -0.7% |
| 30D | +5.8% | -3.6% | +9.4% | +6.7% |
| 3M | +10.5% | +2.3% | +8.2% | +9.8% |
| 6M | +1.8% | +14.3% | -12.6% | -1.8% |
| YTD | +28.3% | +19.3% | +9.0% | +22.2% |
| 1Y | +22.0% | +22.6% | -0.6% | +15.2% |
| 3Y | +81.8% | +53.5% | +28.3% | +58.7% |
| 5Y | +25.3% | +39.9% | -14.6% | +11.1% |
| 10Y | +64.4% | +172.1% | -107.7% | +12.1% |
| All | +64.4% | +165.8% | -101.4% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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