+65.5%
VZ vs IYR
+86.8%
-21.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +2.2% | +2.3% | 0.0% | +1.3% |
| 30D | +10.6% | +7.4% | +3.2% | +7.4% |
| 3M | -0.6% | -0.7% | +0.1% | -0.4% |
| 6M | +0.7% | +1.6% | -0.9% | +0.1% |
| YTD | +20.6% | +11.6% | +9.0% | +15.2% |
| 1Y | +22.7% | +10.5% | +12.2% | +17.7% |
| 3Y | +57.2% | +43.4% | +13.8% | +34.6% |
| 5Y | +21.4% | +6.8% | +14.6% | +15.8% |
| 10Y | +65.5% | +86.0% | -20.5% | +17.7% |
| All | +65.5% | +86.8% | -21.3% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling