+22.2%
VZ vs IRE
-97.0%
+119.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -23.2% | +25.3% | +1.4% |
| 7D | +6.9% | -46.8% | +53.8% | +5.5% |
| 30D | +2.3% | -75.5% | +77.8% | -0.6% |
| 3M | 0.0% | -79.4% | +79.4% | -2.8% |
| 6M | +0.2% | -91.3% | +91.5% | -2.3% |
| YTD | +20.9% | -90.8% | +111.7% | +18.8% |
| 1Y | +25.2% | -97.7% | +123.0% | +22.7% |
| All | +22.2% | -97.0% | +119.2% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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