+81.4%
VZ vs IYR
+31.2%
+50.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.1% | -1.2% | +1.3% | +0.6% |
| 30D | +7.9% | -2.9% | +10.8% | +9.2% |
| 3M | +13.6% | +0.8% | +12.8% | +13.5% |
| 6M | +1.1% | +1.9% | -0.8% | +0.6% |
| YTD | +29.3% | +9.6% | +19.7% | +25.0% |
| 1Y | +21.2% | +8.1% | +13.2% | +17.8% |
| All | +81.4% | +31.2% | +50.1% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling