+66.9%
IYR vs VRSK
+126.1%
-59.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -1.4% | -5.2% | +3.8% | +0.8% |
| 30D | -2.7% | -2.3% | -0.3% | -2.0% |
| 3M | -2.1% | -2.9% | +0.8% | -1.7% |
| 6M | +3.6% | -12.8% | +16.4% | +8.3% |
| YTD | +8.1% | -20.8% | +29.0% | +17.4% |
| 1Y | +4.7% | -33.2% | +37.9% | +23.3% |
| 3Y | +29.1% | -26.6% | +55.7% | +41.4% |
| 5Y | +6.9% | -11.3% | +18.3% | +3.5% |
| All | +66.9% | +126.1% | -59.1% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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