+755.3%
IVV vs VTR
+8,701.1%
-7,945.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | -0.6% | +3.8% | -4.4% | -1.6% |
| 30D | -3.7% | +10.1% | -13.8% | -6.2% |
| 3M | -2.7% | -1.2% | -1.6% | -2.7% |
| 6M | +2.2% | +4.8% | -2.5% | +0.3% |
| YTD | +10.9% | +18.9% | -8.0% | +4.9% |
| 1Y | +11.3% | +21.8% | -10.5% | +4.6% |
| 3Y | +76.9% | +132.0% | -55.1% | +38.0% |
| 5Y | +73.5% | +94.7% | -21.2% | +40.1% |
| 10Y | +307.4% | +136.8% | +170.6% | +182.6% |
| All | +755.3% | +8,701.1% | -7,945.8% | +261.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling