+12.4%
IYR vs FTV
+37.8%
-25.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.3% | +0.8% | +2.7% |
| 7D | +6.9% | +6.6% | +0.3% | +5.6% |
| 30D | +10.2% | +19.1% | -8.9% | +6.6% |
| 3M | -0.3% | +13.1% | -13.4% | -2.7% |
| 6M | +3.6% | +14.0% | -10.4% | +0.8% |
| YTD | +12.5% | +24.2% | -11.7% | +7.3% |
| 1Y | +12.4% | +36.4% | -23.9% | +3.8% |
| All | +12.4% | +37.8% | -25.3% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling