+90.3%
VTR vs IVZ
+57.9%
+32.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.3% |
| 30D | +4.0% | +2.5% | +1.5% | +3.4% |
| 3M | +7.8% | +17.1% | -9.2% | +3.4% |
| 6M | +6.4% | +35.1% | -28.8% | -2.1% |
| YTD | +18.3% | +24.3% | -6.0% | +10.6% |
| 1Y | +33.9% | +48.7% | -14.7% | +18.5% |
| 3Y | +134.3% | +135.6% | -1.3% | +70.9% |
| 5Y | +90.3% | +60.3% | +29.9% | +50.5% |
| All | +90.3% | +57.9% | +32.4% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling