+25.5%
VZ vs IR
+45.6%
-20.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.3% |
| 30D | +7.9% | -15.1% | +23.0% | +9.2% |
| 3M | +13.6% | +6.1% | +7.6% | +13.1% |
| 6M | +1.1% | -16.8% | +17.9% | +2.3% |
| YTD | +29.3% | -3.5% | +32.8% | +29.1% |
| 1Y | +21.2% | -3.5% | +24.7% | +20.9% |
| 3Y | +75.9% | +9.5% | +66.4% | +68.7% |
| All | +25.5% | +45.6% | -20.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling