+6.1%
IYR vs IVZ
+57.9%
-51.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -2.8% | -2.4% | -0.4% | -2.2% |
| 30D | -2.5% | +2.5% | -5.0% | -3.3% |
| 3M | -3.0% | +17.1% | -20.0% | -7.8% |
| 6M | +1.6% | +35.1% | -33.5% | -7.9% |
| YTD | +7.3% | +24.3% | -17.0% | -0.8% |
| 1Y | +5.6% | +48.7% | -43.1% | -8.1% |
| 3Y | +28.1% | +135.6% | -107.5% | -8.3% |
| 5Y | +6.1% | +60.3% | -54.2% | -19.0% |
| All | +6.1% | +57.9% | -51.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded IVZ 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling