+694.4%
IVV vs IYR
+702.4%
-8.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | -2.7% | +2.0% | -4.7% | -3.7% |
| 30D | -5.4% | +8.2% | -13.6% | -9.3% |
| 3M | -4.1% | -1.7% | -2.3% | -3.3% |
| 6M | +0.7% | -0.4% | +1.1% | +0.5% |
| YTD | +8.7% | +9.9% | -1.1% | +3.0% |
| 1Y | +11.0% | +10.4% | +0.5% | +4.8% |
| 3Y | +75.4% | +38.4% | +37.0% | +46.0% |
| 5Y | +68.3% | +5.2% | +63.1% | +61.0% |
| 10Y | +315.5% | +83.8% | +231.7% | +197.2% |
| All | +694.4% | +702.4% | -8.0% | +117.9% |
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