+204.5%
IYR vs VIG
+623.5%
-419.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.1% |
| 7D | -1.2% | -0.4% | -0.8% | -0.7% |
| 30D | -2.9% | -1.0% | -1.9% | -1.7% |
| 3M | +0.8% | +2.8% | -1.9% | -2.8% |
| 6M | +1.9% | +8.2% | -6.3% | -8.1% |
| YTD | +9.6% | +11.0% | -1.4% | -4.4% |
| 1Y | +8.1% | +16.1% | -8.1% | -11.2% |
| 3Y | +29.2% | +56.2% | -27.0% | -28.2% |
| 5Y | +4.3% | +63.0% | -58.7% | -45.6% |
| 10Y | +64.7% | +241.4% | -176.7% | -70.9% |
| All | +204.5% | +623.5% | -419.1% | -82.9% |
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