+313.7%
IVV vs IYR
+63.0%
+250.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +0.5% | -0.4% | +0.9% | +0.8% |
| 30D | -1.0% | -2.5% | +1.6% | +0.6% |
| 3M | +3.9% | +1.5% | +2.4% | +2.5% |
| 6M | +14.5% | +3.9% | +10.6% | +11.2% |
| YTD | +12.9% | +9.5% | +3.4% | +5.8% |
| 1Y | +19.4% | +7.5% | +11.9% | +13.1% |
| 3Y | +78.8% | +30.8% | +48.0% | +46.5% |
| 5Y | +82.2% | +4.8% | +77.4% | +72.4% |
| 10Y | +313.7% | +64.3% | +249.3% | +192.0% |
| All | +313.7% | +63.0% | +250.6% | +192.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling