+8.1%
IYR vs VG
+14.1%
-6.0%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.2% | +1.7% | -2.9% | -1.2% |
| 30D | -2.9% | +16.0% | -18.9% | -2.5% |
| 3M | +0.8% | +9.7% | -8.9% | +1.1% |
| 6M | +1.9% | +29.6% | -27.7% | +1.4% |
| YTD | +9.6% | +112.0% | -102.4% | +7.1% |
| 1Y | +8.1% | +12.8% | -4.7% | +7.7% |
| All | +8.1% | +14.1% | -6.0% | +7.7% |
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