+12.4%
IYR vs VG
+47.2%
-34.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.7% | +10.8% | +2.8% |
| 7D | +6.9% | -16.4% | +23.3% | +6.3% |
| 30D | +10.2% | -10.8% | +21.0% | +9.9% |
| 3M | -0.3% | -6.3% | +6.0% | -0.4% |
| 6M | +3.6% | -12.5% | +16.1% | +3.4% |
| YTD | +12.5% | +76.9% | -64.4% | +10.4% |
| 1Y | +12.4% | +51.8% | -39.3% | +10.6% |
| All | +12.4% | +47.2% | -34.7% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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