+938.5%
IGV vs IYR
+560.3%
+378.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.3% | -0.3% |
| 7D | +2.3% | +0.6% | +1.7% | +2.0% |
| 30D | -6.0% | +6.6% | -12.6% | -9.2% |
| 3M | -4.8% | -1.8% | -3.0% | -4.0% |
| 6M | +14.2% | +1.4% | +12.8% | +12.8% |
| YTD | -4.2% | +10.5% | -14.8% | -10.0% |
| 1Y | -5.3% | +10.6% | -15.9% | -11.0% |
| 3Y | +38.8% | +41.8% | -3.0% | +13.3% |
| 5Y | +14.2% | +6.0% | +8.2% | +9.5% |
| 10Y | +357.6% | +86.7% | +270.9% | +225.2% |
| All | +938.5% | +560.3% | +378.2% | +172.2% |
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 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