+700.6%
IYR vs VFC
+339.9%
+360.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.5% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | -2.9% | -11.6% | +8.8% | +1.0% |
| 3M | +0.8% | -18.1% | +18.9% | +6.1% |
| 6M | +1.9% | -27.4% | +29.2% | +10.4% |
| YTD | +9.6% | -24.8% | +34.4% | +16.7% |
| 1Y | +8.1% | -8.2% | +16.3% | +5.9% |
| 3Y | +29.2% | -29.1% | +58.3% | +16.3% |
| 5Y | +4.3% | -79.2% | +83.5% | +50.8% |
| 10Y | +64.7% | -68.1% | +132.8% | +74.3% |
| All | +700.6% | +339.9% | +360.7% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling