+66.2%
IYR vs FTV
+127.6%
-61.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | +0.6% | +3.9% | -3.3% | -1.1% |
| 30D | +6.6% | +18.7% | -12.1% | -1.1% |
| 3M | -1.8% | +10.0% | -11.8% | -6.0% |
| 6M | +1.4% | +14.6% | -13.1% | -5.0% |
| YTD | +10.5% | +23.4% | -12.9% | -0.8% |
| 1Y | +10.6% | +31.3% | -20.7% | -3.5% |
| 3Y | +41.8% | +39.8% | +2.0% | +17.5% |
| 5Y | +6.0% | +17.7% | -11.7% | -6.4% |
| 10Y | +86.7% | +110.2% | -23.6% | +26.6% |
| All | +66.2% | +127.6% | -61.3% | +12.0% |
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