+6.9%
IYR vs VFC
-78.2%
+85.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.2% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -2.5% | -11.9% | +9.4% | -0.7% |
| 3M | +1.5% | -20.2% | +21.6% | +4.3% |
| 6M | +3.9% | -23.0% | +26.8% | +7.0% |
| YTD | +9.5% | -26.2% | +35.7% | +13.3% |
| 1Y | +7.5% | -13.3% | +20.8% | +7.7% |
| 3Y | +30.8% | -25.5% | +56.3% | +25.2% |
| All | +6.9% | -78.2% | +85.1% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling