+10.4%
IYR vs VG
+48.6%
-38.2%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +2.0% | -22.0% | +24.0% | +1.1% |
| 30D | +8.2% | -11.6% | +19.9% | +7.8% |
| 3M | -1.7% | -14.9% | +13.1% | -2.2% |
| 6M | -0.4% | -3.5% | +3.1% | -0.2% |
| YTD | +9.9% | +70.0% | -60.1% | +7.7% |
| 1Y | +10.4% | +50.0% | -39.5% | +8.4% |
| All | +10.4% | +48.6% | -38.2% | +8.4% |
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 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