+713.1%
IVV vs IYR
+714.7%
-1.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +1.6% |
| 7D | +0.1% | +2.3% | -2.2% | -1.0% |
| 30D | -3.3% | +7.4% | -10.7% | -6.9% |
| 3M | -2.4% | -0.7% | -1.7% | -2.1% |
| 6M | +2.6% | +1.6% | +1.0% | +1.3% |
| YTD | +11.3% | +11.6% | -0.3% | +4.6% |
| 1Y | +13.4% | +10.5% | +3.0% | +7.1% |
| 3Y | +80.3% | +43.4% | +36.9% | +47.3% |
| 5Y | +72.7% | +6.8% | +65.9% | +64.0% |
| 10Y | +309.6% | +86.0% | +223.7% | +191.3% |
| All | +713.1% | +714.7% | -1.6% | +121.3% |
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