+138.8%
IYR vs VEU
+190.9%
-52.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -0.4% | +1.7% | -2.1% | -1.9% |
| 30D | -2.5% | +1.0% | -3.5% | -3.4% |
| 3M | +1.5% | +5.6% | -4.2% | -4.2% |
| 6M | +3.9% | +13.7% | -9.8% | -9.1% |
| YTD | +9.5% | +17.7% | -8.2% | -7.5% |
| 1Y | +7.5% | +25.8% | -18.3% | -14.9% |
| 3Y | +30.8% | +77.1% | -46.3% | -25.7% |
| 5Y | +4.8% | +57.1% | -52.4% | -33.9% |
| 10Y | +64.3% | +149.8% | -85.5% | -35.2% |
| All | +138.8% | +190.9% | -52.1% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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