+32.9%
VTR vs IVZ
+49.7%
-16.8%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.4% |
| 7D | -0.3% | -2.4% | +2.1% | -0.5% |
| 30D | +1.1% | +3.0% | -1.9% | +1.4% |
| 3M | +7.9% | +14.9% | -7.0% | +9.4% |
| 6M | +6.2% | +36.7% | -30.6% | +8.7% |
| YTD | +17.7% | +25.7% | -7.9% | +20.2% |
| 1Y | +32.9% | +47.7% | -14.8% | +36.2% |
| All | +32.9% | +49.7% | -16.8% | +36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling