+524.7%
VZ vs IRM
+9,515.1%
-8,990.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +2.4% | -5.1% | +7.4% | +3.1% |
| 30D | +11.2% | -3.3% | +14.4% | +11.5% |
| 3M | 0.0% | -8.2% | +8.2% | +1.0% |
| 6M | +1.3% | -12.8% | +14.0% | +3.1% |
| YTD | +21.3% | +36.6% | -15.3% | +13.5% |
| 1Y | +23.9% | +11.9% | +12.0% | +20.0% |
| 3Y | +57.7% | +105.1% | -47.4% | +34.2% |
| 5Y | +21.2% | +182.4% | -161.2% | -4.0% |
| 10Y | +70.6% | +505.1% | -434.6% | +14.2% |
| All | +524.7% | +9,515.1% | -8,990.4% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling