+566.0%
VZ vs IRM
+9,964.6%
-9,398.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | +0.1% | -0.5% | +0.5% | +0.1% |
| 30D | +7.9% | -8.1% | +16.0% | +9.4% |
| 3M | +13.6% | -9.7% | +23.3% | +15.4% |
| 6M | +1.1% | +10.0% | -8.9% | -1.1% |
| YTD | +29.3% | +43.0% | -13.7% | +20.5% |
| 1Y | +21.2% | +32.7% | -11.4% | +14.1% |
| 3Y | +75.9% | +102.7% | -26.8% | +50.6% |
| 5Y | +24.1% | +187.6% | -163.5% | -1.7% |
| 10Y | +62.4% | +420.1% | -357.7% | +12.0% |
| All | +566.0% | +9,964.6% | -9,398.6% | +236.9% |
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 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