+61.8%
VNQ vs IVZ
+65.9%
-4.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.4% |
| 7D | -1.3% | -2.4% | +1.1% | -0.6% |
| 30D | -2.6% | +3.0% | -5.6% | -3.5% |
| 3M | -2.0% | +14.9% | -16.9% | -6.6% |
| 6M | +4.3% | +36.7% | -32.4% | -6.2% |
| YTD | +9.2% | +25.7% | -16.4% | +0.3% |
| 1Y | +5.6% | +47.7% | -42.1% | -8.2% |
| 3Y | +30.8% | +138.8% | -108.0% | -5.7% |
| 5Y | +8.0% | +62.1% | -54.1% | -14.8% |
| All | +61.8% | +65.9% | -4.1% | -0.4% |
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