+71.6%
VZ vs IYR
+88.9%
-17.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +0.9% | -1.2% | +2.1% | +1.4% |
| 30D | +8.9% | +6.1% | +2.8% | +6.3% |
| 3M | +0.1% | +0.9% | -0.8% | -0.3% |
| 6M | +1.9% | +1.2% | +0.7% | +1.4% |
| YTD | +22.0% | +11.1% | +10.9% | +16.8% |
| 1Y | +22.1% | +9.0% | +13.1% | +17.8% |
| 3Y | +58.7% | +41.4% | +17.3% | +36.6% |
| 5Y | +22.3% | +6.7% | +15.7% | +16.7% |
| 10Y | +71.6% | +87.7% | -16.0% | +23.7% |
| All | +71.6% | +88.9% | -17.3% | +23.7% |
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