+65.6%
IYR vs FTV
+80.1%
-14.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | +0.1% |
| 7D | -2.8% | -5.2% | +2.4% | -0.6% |
| 30D | -2.5% | -11.5% | +9.0% | +2.7% |
| 3M | -3.0% | -9.0% | +6.1% | +0.7% |
| 6M | +1.6% | -2.0% | +3.7% | +1.7% |
| YTD | +7.3% | -0.9% | +8.2% | +6.0% |
| 1Y | +5.6% | +14.8% | -9.2% | -2.8% |
| 3Y | +28.1% | -5.5% | +33.6% | +26.5% |
| 5Y | +6.1% | -1.9% | +8.0% | +1.2% |
| All | +65.6% | +80.1% | -14.5% | +22.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling