+12.6%
IYR vs VG
-46.6%
+59.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.3% |
| 7D | -1.2% | +5.5% | -6.7% | -1.3% |
| 30D | +6.1% | -3.6% | +9.7% | +6.1% |
| 3M | +0.9% | -4.0% | +4.9% | +0.9% |
| 6M | +1.2% | +9.4% | -8.2% | +0.6% |
| YTD | +11.1% | +86.6% | -75.5% | +6.4% |
| 1Y | +9.0% | +69.5% | -60.5% | +4.8% |
| All | +12.6% | -46.6% | +59.2% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling