+64.9%
IYR vs FTV
+90.8%
-25.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.2% | -4.5% | +3.2% | +0.7% |
| 30D | -2.9% | -7.1% | +4.2% | +0.2% |
| 3M | +0.8% | -7.2% | +8.0% | +3.7% |
| 6M | +1.9% | -1.5% | +3.4% | +1.7% |
| YTD | +9.6% | +3.5% | +6.2% | +6.3% |
| 1Y | +8.1% | +20.3% | -12.3% | -2.4% |
| 3Y | +29.2% | -3.1% | +32.3% | +26.4% |
| 5Y | +4.3% | +2.3% | +1.9% | -2.3% |
| 10Y | +64.7% | +76.3% | -11.6% | +20.2% |
| All | +64.9% | +90.8% | -25.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling