+25.5%
VZ vs IYR
+4.5%
+21.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| 6M | +1.1% | +1.9% | -0.8% | +0.4% |
| YTD | +29.3% | +9.6% | +19.7% | +24.7% |
| 1Y | +21.2% | +8.1% | +13.2% | +17.5% |
| 3Y | +75.9% | +29.2% | +46.7% | +57.4% |
| All | +25.5% | +4.5% | +21.0% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling