+919.3%
VZ vs IP
+345.0%
+574.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.5% | +1.8% |
| 7D | +6.9% | +3.4% | +3.5% | +6.2% |
| 30D | +2.3% | +11.2% | -9.0% | 0.0% |
| 3M | 0.0% | -14.8% | +14.8% | +2.9% |
| 6M | +0.2% | +17.3% | -17.0% | -3.8% |
| YTD | +20.9% | -6.2% | +27.1% | +20.4% |
| 1Y | +25.2% | +2.3% | +22.9% | +22.4% |
| 3Y | +55.9% | +17.7% | +38.2% | +43.8% |
| 5Y | +22.6% | -8.4% | +31.0% | +17.8% |
| 10Y | +68.6% | +32.1% | +36.6% | +43.9% |
| All | +919.3% | +345.0% | +574.4% | +439.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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