+5.7%
IYR vs VO
+42.2%
-36.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.4% |
| 30D | -2.4% | -1.9% | -0.4% | -0.8% |
| 3M | -2.0% | +3.3% | -5.3% | -4.7% |
| 6M | +2.5% | +9.7% | -7.2% | -5.3% |
| YTD | +8.3% | +12.6% | -4.3% | -2.3% |
| 1Y | +6.5% | +13.6% | -7.2% | -4.8% |
| 3Y | +29.3% | +56.8% | -27.5% | -12.9% |
| 5Y | +5.7% | +42.3% | -36.6% | -24.4% |
| All | +5.7% | +42.2% | -36.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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