+12.4%
IYR vs VFC
+52.5%
-40.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.4% | -1.3% | +2.6% |
| 7D | +6.9% | +21.5% | -14.6% | +4.7% |
| 30D | +10.2% | +46.7% | -36.4% | +6.0% |
| 3M | -0.3% | +38.4% | -38.7% | -3.7% |
| 6M | +3.6% | +15.2% | -11.6% | +1.4% |
| YTD | +12.5% | +17.8% | -5.3% | +8.8% |
| 1Y | +12.4% | +55.6% | -43.1% | +5.6% |
| All | +12.4% | +52.5% | -40.0% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling