+287.1%
VZ vs IJR
+1,153.0%
-865.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +7.9% | -2.4% | +10.3% | +9.0% |
| 3M | +13.6% | +3.9% | +9.7% | +11.6% |
| 6M | +1.1% | +12.4% | -11.3% | -4.2% |
| YTD | +29.3% | +21.5% | +7.8% | +18.3% |
| 1Y | +21.2% | +24.0% | -2.7% | +9.6% |
| 3Y | +75.9% | +49.7% | +26.2% | +42.7% |
| 5Y | +24.1% | +39.7% | -15.6% | +1.8% |
| 10Y | +62.4% | +169.0% | -106.6% | -9.7% |
| All | +287.1% | +1,153.0% | -865.9% | -18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling