+207.0%
IYR vs VIG
+655.8%
-448.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +3.5% | -2.9% | -3.7% |
| 30D | +6.6% | +4.9% | +1.6% | +0.1% |
| 3M | -1.8% | +2.5% | -4.3% | -5.0% |
| 6M | +1.4% | +11.0% | -9.6% | -11.4% |
| YTD | +10.5% | +16.0% | -5.4% | -8.9% |
| 1Y | +10.6% | +17.5% | -6.9% | -10.5% |
| 3Y | +41.8% | +67.0% | -25.2% | -27.9% |
| 5Y | +6.0% | +64.8% | -58.8% | -45.4% |
| 10Y | +86.7% | +263.6% | -176.9% | -69.7% |
| All | +207.0% | +655.8% | -448.8% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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