+700.6%
IYR vs IVZ
+158.2%
+542.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.2% | +0.6% | -1.9% | -1.5% |
| 30D | -2.9% | +4.0% | -6.9% | -4.2% |
| 3M | +0.8% | +18.2% | -17.3% | -5.6% |
| 6M | +1.9% | +32.8% | -31.0% | -8.9% |
| YTD | +9.6% | +28.7% | -19.1% | -1.4% |
| 1Y | +8.1% | +55.4% | -47.3% | -9.4% |
| 3Y | +29.2% | +135.2% | -106.0% | -9.9% |
| 5Y | +4.3% | +64.2% | -59.9% | -20.2% |
| 10Y | +64.7% | +64.6% | +0.1% | +11.3% |
| All | +700.6% | +158.2% | +542.3% | +256.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling