+973.2%
IGV vs IYR
+555.0%
+418.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -4.5% | -1.2% | -3.3% | -3.8% |
| 30D | +3.2% | -2.9% | +6.1% | +4.8% |
| 3M | +4.5% | +0.8% | +3.7% | +3.8% |
| 6M | +22.1% | +1.9% | +20.3% | +20.3% |
| YTD | -1.0% | +9.6% | -10.7% | -6.4% |
| 1Y | -2.1% | +8.1% | -10.2% | -6.8% |
| 3Y | +44.6% | +29.2% | +15.4% | +24.1% |
| 5Y | +22.2% | +4.3% | +17.9% | +18.3% |
| 10Y | +364.7% | +64.7% | +300.0% | +251.5% |
| All | +973.2% | +555.0% | +418.2% | +182.9% |
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