+7.1%
IYR vs FTV
-0.7%
+7.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.9% | -1.3% | +0.4% | -0.4% |
| 30D | -2.4% | -9.5% | +7.1% | +1.6% |
| 3M | -2.0% | -10.9% | +8.9% | +2.3% |
| 6M | +2.5% | -0.6% | +3.1% | +1.9% |
| YTD | +8.3% | +1.4% | +6.9% | +5.9% |
| 1Y | +6.5% | +17.6% | -11.2% | -3.1% |
| 3Y | +29.3% | -3.3% | +32.6% | +26.3% |
| All | +7.1% | -0.7% | +7.8% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling