+355.5%
IYR vs VO
+825.6%
-470.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.6% | +3.1% | -2.5% | -2.7% |
| 30D | +6.6% | +2.2% | +4.4% | +4.0% |
| 3M | -1.8% | -2.5% | +0.7% | +0.7% |
| 6M | +1.4% | +7.0% | -5.5% | -6.0% |
| YTD | +10.5% | +14.0% | -3.5% | -4.6% |
| 1Y | +10.6% | +15.6% | -5.0% | -6.1% |
| 3Y | +41.8% | +66.2% | -24.4% | -19.5% |
| 5Y | +6.0% | +36.6% | -30.6% | -26.6% |
| 10Y | +86.7% | +199.0% | -112.3% | -49.2% |
| All | +355.5% | +825.6% | -470.2% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling