+1,474.1%
VTR vs IVZ
+604.2%
+869.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.3% |
| 7D | -2.4% | +1.1% | -3.5% | -2.8% |
| 30D | -3.7% | +3.1% | -6.8% | -4.8% |
| 3M | +13.5% | +18.2% | -4.6% | +6.4% |
| 6M | +7.2% | +38.6% | -31.4% | -5.4% |
| YTD | +17.6% | +25.9% | -8.3% | +6.4% |
| 1Y | +35.4% | +51.7% | -16.3% | +14.2% |
| 3Y | +132.8% | +138.7% | -5.8% | +60.9% |
| 5Y | +88.7% | +62.8% | +25.9% | +44.3% |
| 10Y | +87.6% | +60.9% | +26.7% | +31.2% |
| All | +1,474.1% | +604.2% | +869.8% | +522.2% |
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 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