+261.6%
VZ vs IWD
+731.9%
-470.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +1.6% |
| 7D | +5.6% | -0.9% | +6.5% | +6.2% |
| 30D | +1.9% | +2.6% | -0.8% | 0.0% |
| 3M | +0.8% | +1.2% | -0.5% | -0.1% |
| 6M | +0.6% | +12.1% | -11.5% | -6.9% |
| YTD | +20.8% | +24.1% | -3.4% | +4.1% |
| 1Y | +23.9% | +28.5% | -4.6% | +4.4% |
| 3Y | +55.7% | +79.5% | -23.8% | +3.6% |
| 5Y | +21.5% | +70.3% | -48.8% | -17.1% |
| 10Y | +68.5% | +212.5% | -144.1% | -28.1% |
| All | +261.6% | +731.9% | -470.3% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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