+933.1%
IVV vs VNQ
+392.5%
+540.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.7% |
| 30D | +0.1% | -2.9% | +3.0% | +1.5% |
| 3M | +2.0% | +0.8% | +1.2% | +1.4% |
| 6M | +13.0% | +2.5% | +10.6% | +11.4% |
| YTD | +13.6% | +10.6% | +3.0% | +7.7% |
| 1Y | +20.1% | +9.1% | +11.0% | +14.5% |
| 3Y | +77.6% | +31.0% | +46.6% | +53.5% |
| 5Y | +82.5% | +4.9% | +77.6% | +75.5% |
| 10Y | +316.5% | +59.5% | +257.1% | +223.8% |
| All | +933.1% | +392.5% | +540.6% | +329.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling