+313.6%
IVV vs VTR
+100.2%
+213.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -2.0% | -1.8% | -0.2% | -1.6% |
| 30D | -1.6% | +4.0% | -5.6% | -2.6% |
| 3M | +4.8% | +7.8% | -3.1% | +2.6% |
| 6M | +12.6% | +6.4% | +6.2% | +10.3% |
| YTD | +11.8% | +18.3% | -6.5% | +6.7% |
| 1Y | +17.6% | +33.9% | -16.4% | +8.7% |
| 3Y | +77.0% | +134.3% | -57.3% | +41.2% |
| 5Y | +82.6% | +90.3% | -7.7% | +51.2% |
| All | +313.6% | +100.2% | +213.5% | +211.0% |
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