+313.6%
IVV vs VNQ
+62.8%
+250.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.1% |
| 7D | -2.0% | -2.6% | +0.6% | -0.4% |
| 30D | -1.6% | -2.3% | +0.7% | -0.2% |
| 3M | +4.8% | -2.8% | +7.5% | +6.3% |
| 6M | +12.6% | +2.5% | +10.1% | +10.3% |
| YTD | +11.8% | +8.4% | +3.3% | +5.5% |
| 1Y | +17.6% | +6.8% | +10.8% | +12.0% |
| 3Y | +77.0% | +29.9% | +47.1% | +46.4% |
| 5Y | +82.6% | +7.2% | +75.4% | +70.5% |
| All | +313.6% | +62.8% | +250.8% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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