+83.6%
IYR vs VMC
+125.2%
-41.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | +6.6% | +15.5% | -8.9% | +1.6% |
| 3M | -1.8% | +0.6% | -2.4% | -2.2% |
| 6M | +1.4% | +2.1% | -0.6% | +0.1% |
| YTD | +10.5% | -1.6% | +12.1% | +9.6% |
| 1Y | +10.6% | -1.2% | +11.8% | +9.5% |
| 3Y | +41.8% | +35.3% | +6.5% | +24.1% |
| 5Y | +6.0% | +43.6% | -37.6% | -10.5% |
| All | +83.6% | +125.2% | -41.7% | +25.3% |
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