+83.6%
IYR vs VRSN
+292.3%
-208.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | +0.6% | +1.4% | -0.8% | +0.1% |
| 30D | +6.6% | +3.9% | +2.7% | +5.1% |
| 3M | -1.8% | +9.3% | -11.2% | -5.2% |
| 6M | +1.4% | +6.7% | -5.2% | -1.6% |
| YTD | +10.5% | +30.0% | -19.5% | -1.5% |
| 1Y | +10.6% | +26.0% | -15.4% | -0.2% |
| 3Y | +41.8% | +53.1% | -11.3% | +15.4% |
| 5Y | +6.0% | +35.0% | -29.0% | -10.8% |
| All | +83.6% | +292.3% | -208.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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