+70.0%
VZ vs IR
+332.9%
-262.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +2.5% | -1.1% | +1.2% |
| 30D | +4.4% | +9.2% | -4.8% | +3.4% |
| 3M | -2.4% | +0.9% | -3.3% | -2.6% |
| 6M | +1.4% | +19.2% | -17.8% | -0.7% |
| YTD | +21.4% | +7.5% | +13.9% | +19.7% |
| 1Y | +20.3% | +11.7% | +8.5% | +18.0% |
| 3Y | +57.4% | +23.9% | +33.5% | +50.1% |
| 5Y | +21.9% | +46.4% | -24.4% | +12.4% |
| All | +70.0% | +332.9% | -262.8% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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