+351.8%
IYR vs VO
+827.2%
-475.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.5% |
| 7D | -1.2% | -0.3% | -1.0% | -1.0% |
| 30D | -2.9% | -0.3% | -2.5% | -2.5% |
| 3M | +0.8% | +2.9% | -2.1% | -2.5% |
| 6M | +1.9% | +9.3% | -7.5% | -7.8% |
| YTD | +9.6% | +14.2% | -4.6% | -5.4% |
| 1Y | +8.1% | +15.3% | -7.2% | -7.8% |
| 3Y | +29.2% | +56.2% | -27.0% | -21.4% |
| 5Y | +4.3% | +42.4% | -38.1% | -31.1% |
| 10Y | +64.7% | +194.7% | -130.0% | -54.3% |
| All | +351.8% | +827.2% | -475.5% | -66.1% |
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