+12.8%
IYR vs VG
-49.4%
+62.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | +2.1% | -7.7% | +9.8% | +2.2% |
| 30D | +7.2% | -8.8% | +16.0% | +7.2% |
| 3M | +0.4% | -15.6% | +16.0% | +0.6% |
| 6M | +1.4% | +5.2% | -3.8% | +0.9% |
| YTD | +11.3% | +76.9% | -65.6% | +6.7% |
| 1Y | +10.5% | +42.5% | -32.0% | +7.0% |
| All | +12.8% | -49.4% | +62.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling