+382.8%
VNQ vs IVZ
+506.5%
-123.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | -2.6% | -2.4% | -0.2% | -1.6% |
| 30D | -2.3% | +2.5% | -4.8% | -3.5% |
| 3M | -2.8% | +17.1% | -19.9% | -10.2% |
| 6M | +2.5% | +35.1% | -32.6% | -11.7% |
| YTD | +8.4% | +24.3% | -15.9% | -3.8% |
| 1Y | +6.8% | +48.7% | -41.9% | -13.2% |
| 3Y | +29.9% | +135.6% | -105.7% | -18.4% |
| 5Y | +7.2% | +60.3% | -53.1% | -23.6% |
| 10Y | +62.5% | +62.5% | 0.0% | -3.0% |
| All | +382.8% | +506.5% | -123.7% | +47.5% |
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