+130.8%
VTR vs IVZ
+132.2%
-1.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | +4.0% | +2.5% | +1.5% | +3.7% |
| 3M | +7.8% | +17.1% | -9.2% | +5.6% |
| 6M | +6.4% | +35.1% | -28.8% | +1.9% |
| YTD | +18.3% | +24.3% | -6.0% | +14.3% |
| 1Y | +33.9% | +48.7% | -14.7% | +25.0% |
| All | +130.8% | +132.2% | -1.3% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling