+12.0%
IYR vs VG
-44.6%
+56.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.1% |
| 7D | +0.6% | +14.0% | -13.4% | +0.4% |
| 30D | +6.6% | -1.0% | +7.5% | +6.5% |
| 3M | -1.8% | -2.7% | +0.9% | -1.9% |
| 6M | +1.4% | +1.5% | 0.0% | +1.1% |
| YTD | +10.5% | +93.7% | -83.2% | +5.8% |
| 1Y | +10.6% | +68.5% | -57.9% | +6.6% |
| All | +12.0% | -44.6% | +56.6% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling