+307.4%
IVV vs VTR
+126.9%
+180.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.6% | +3.8% | -4.4% | -1.4% |
| 30D | -3.7% | +10.1% | -13.8% | -5.9% |
| 3M | -2.7% | -1.2% | -1.6% | -2.7% |
| 6M | +2.2% | +4.8% | -2.5% | +0.5% |
| YTD | +10.9% | +18.9% | -8.0% | +5.6% |
| 1Y | +11.3% | +21.8% | -10.5% | +5.3% |
| 3Y | +76.9% | +132.0% | -55.1% | +41.2% |
| 5Y | +73.5% | +94.7% | -21.2% | +42.8% |
| 10Y | +307.4% | +136.8% | +170.6% | +198.9% |
| All | +307.4% | +126.9% | +180.4% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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