+58.2%
VZ vs IJR
+63.8%
-5.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | +0.9% | -0.4% | +1.4% | +0.9% |
| 30D | +8.9% | +3.5% | +5.4% | +8.7% |
| 3M | +0.1% | -3.8% | +3.9% | +0.3% |
| 6M | +1.9% | +4.3% | -2.4% | +1.7% |
| YTD | +22.0% | +19.4% | +2.6% | +20.6% |
| 1Y | +22.1% | +20.5% | +1.6% | +20.5% |
| All | +58.2% | +63.8% | -5.6% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling