+25.9%
VZ vs IJR
+40.3%
-14.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.7% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +7.1% | -3.1% | +10.3% | +7.7% |
| 3M | +12.8% | +4.4% | +8.4% | +11.9% |
| 6M | +1.8% | +16.1% | -14.3% | -1.0% |
| YTD | +30.0% | +20.6% | +9.4% | +25.3% |
| 1Y | +24.3% | +22.9% | +1.5% | +19.2% |
| 3Y | +84.3% | +55.2% | +29.1% | +64.1% |
| 5Y | +25.9% | +41.1% | -15.2% | +11.5% |
| All | +25.9% | +40.3% | -14.3% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling