+65.6%
IYR vs VMC
+154.4%
-88.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -2.8% | -3.7% | +0.9% | -1.7% |
| 30D | -2.5% | -12.8% | +10.2% | +1.7% |
| 3M | -3.0% | -7.9% | +5.0% | -0.8% |
| 6M | +1.6% | -7.5% | +9.2% | +3.5% |
| YTD | +7.3% | -11.6% | +18.9% | +10.3% |
| 1Y | +5.6% | -14.3% | +19.9% | +9.5% |
| 3Y | +28.1% | +18.5% | +9.6% | +17.4% |
| 5Y | +6.1% | +46.8% | -40.7% | -10.4% |
| All | +65.6% | +154.4% | -88.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling