+68.2%
IVV vs IYR
+5.0%
+63.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -2.7% | +2.0% | -4.7% | -3.8% |
| 30D | -5.4% | +8.2% | -13.6% | -9.7% |
| 3M | -4.1% | -1.7% | -2.3% | -3.2% |
| 6M | +0.7% | -0.4% | +1.1% | +0.5% |
| YTD | +8.7% | +9.9% | -1.1% | +1.9% |
| 1Y | +11.0% | +10.4% | +0.5% | +3.6% |
| 3Y | +75.4% | +38.4% | +37.0% | +39.0% |
| All | +68.2% | +5.0% | +63.2% | +62.2% |
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 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