+66.9%
IYR vs IVZ
+65.9%
+1.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | -1.4% | -2.4% | +1.0% | -0.7% |
| 30D | -2.7% | +3.0% | -5.7% | -3.6% |
| 3M | -2.1% | +14.9% | -17.0% | -6.6% |
| 6M | +3.6% | +36.7% | -33.2% | -6.6% |
| YTD | +8.1% | +25.7% | -17.5% | -0.4% |
| 1Y | +4.7% | +47.7% | -43.0% | -8.6% |
| 3Y | +29.1% | +138.8% | -109.7% | -6.1% |
| 5Y | +6.9% | +62.1% | -55.2% | -15.1% |
| All | +66.9% | +65.9% | +1.0% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling