+707.1%
IYR vs VFC
+581.1%
+126.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.2% | -1.0% |
| 7D | +0.6% | +1.6% | -1.0% | 0.0% |
| 30D | +6.6% | +25.5% | -18.9% | -1.1% |
| 3M | -1.8% | +41.3% | -43.1% | -12.6% |
| 6M | +1.4% | +22.2% | -20.8% | -6.7% |
| YTD | +10.5% | +16.4% | -5.9% | +1.9% |
| 1Y | +10.6% | +38.4% | -27.8% | -4.3% |
| 3Y | +41.8% | +56.2% | -14.4% | -1.9% |
| 5Y | +6.0% | -68.2% | +74.2% | +34.0% |
| 10Y | +86.7% | -48.4% | +135.0% | +67.6% |
| All | +707.1% | +581.1% | +126.0% | +174.2% |
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