+224.9%
VZ vs IYR
+702.4%
-477.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.7% |
| 7D | +2.1% | +2.0% | +0.2% | +1.4% |
| 30D | +1.4% | +8.2% | -6.9% | -1.7% |
| 3M | -1.3% | -1.7% | +0.5% | -0.7% |
| 6M | -0.5% | -0.4% | -0.1% | -0.4% |
| YTD | +19.6% | +9.9% | +9.8% | +15.3% |
| 1Y | +22.4% | +10.4% | +11.9% | +17.7% |
| 3Y | +55.9% | +38.4% | +17.4% | +36.7% |
| 5Y | +20.4% | +5.2% | +15.2% | +15.9% |
| 10Y | +66.9% | +83.8% | -17.0% | +27.2% |
| All | +224.9% | +702.4% | -477.5% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling