+5.7%
IYR vs VMC
+48.3%
-42.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.1% | +0.1% |
| 7D | -0.9% | -5.3% | +4.4% | +1.0% |
| 30D | -2.4% | -12.3% | +9.9% | +2.2% |
| 3M | -2.0% | -10.3% | +8.3% | +1.4% |
| 6M | +2.5% | -8.6% | +11.0% | +4.9% |
| YTD | +8.3% | -11.9% | +20.2% | +11.6% |
| 1Y | +6.5% | -13.9% | +20.4% | +10.4% |
| 3Y | +29.3% | +18.2% | +11.2% | +13.7% |
| 5Y | +5.7% | +47.7% | -42.1% | -17.8% |
| All | +5.7% | +48.3% | -42.6% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling