+22.6%
VZ vs IRM
+183.4%
-160.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +0.9% | -5.3% | +6.2% | +1.4% |
| 30D | +8.9% | -2.3% | +11.2% | +9.0% |
| 3M | +0.1% | -7.4% | +7.5% | +0.7% |
| 6M | +1.9% | -12.2% | +14.1% | +3.0% |
| YTD | +22.0% | +38.6% | -16.6% | +16.4% |
| 1Y | +22.1% | +14.9% | +7.2% | +19.3% |
| 3Y | +58.7% | +108.2% | -49.5% | +35.4% |
| All | +22.6% | +183.4% | -160.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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