+707.1%
IYR vs VRSN
+128.1%
+579.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.3% |
| 30D | +6.6% | +3.9% | +2.7% | +5.8% |
| 3M | -1.8% | +9.3% | -11.2% | -3.6% |
| 6M | +1.4% | +6.7% | -5.2% | -0.2% |
| YTD | +10.5% | +30.0% | -19.5% | +4.3% |
| 1Y | +10.6% | +26.0% | -15.4% | +5.0% |
| 3Y | +41.8% | +53.1% | -11.3% | +28.8% |
| 5Y | +6.0% | +35.0% | -29.0% | -1.9% |
| 10Y | +86.7% | +291.7% | -205.0% | +42.8% |
| All | +707.1% | +128.1% | +579.1% | +372.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling