+96.3%
VTR vs IVZ
+65.9%
+30.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -0.3% | -2.4% | +2.1% | +0.5% |
| 30D | +1.1% | +3.0% | -1.9% | 0.0% |
| 3M | +7.9% | +14.9% | -7.0% | +2.1% |
| 6M | +6.2% | +36.7% | -30.6% | -6.2% |
| YTD | +17.7% | +25.7% | -7.9% | +6.3% |
| 1Y | +32.9% | +47.7% | -14.8% | +12.3% |
| 3Y | +129.7% | +138.8% | -9.1% | +53.2% |
| 5Y | +89.3% | +62.1% | +27.2% | +42.1% |
| All | +96.3% | +65.9% | +30.4% | +1.0% |
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