+914.3%
IVV vs VNQ
+399.1%
+515.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.6% | +0.8% | +1.8% | +2.2% |
| 30D | -2.0% | +6.8% | -8.8% | -5.2% |
| 3M | -2.8% | -1.3% | -1.5% | -2.2% |
| 6M | +2.2% | +2.4% | -0.2% | +0.6% |
| YTD | +11.5% | +12.1% | -0.6% | +4.9% |
| 1Y | +13.5% | +12.0% | +1.5% | +6.8% |
| 3Y | +78.1% | +44.8% | +33.3% | +46.6% |
| 5Y | +73.1% | +6.9% | +66.3% | +64.9% |
| 10Y | +310.4% | +82.9% | +227.5% | +200.0% |
| All | +914.3% | +399.1% | +515.2% | +318.5% |
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