+277.0%
IR vs VNQ
+67.0%
+210.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.2% |
| 7D | -1.9% | -0.9% | -1.0% | -1.2% |
| 30D | -15.0% | -2.2% | -12.8% | -13.5% |
| 3M | -0.4% | -1.9% | +1.5% | +1.0% |
| 6M | -15.0% | +3.2% | -18.3% | -17.2% |
| YTD | -7.1% | +9.4% | -16.4% | -13.2% |
| 1Y | -7.5% | +7.5% | -15.1% | -12.5% |
| 3Y | +6.3% | +31.1% | -24.8% | -14.3% |
| 5Y | +37.3% | +6.6% | +30.8% | +29.7% |
| All | +277.0% | +67.0% | +210.0% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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