+65.6%
IYR vs VSH
+179.3%
-113.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.8% | +3.1% | -5.9% | -3.5% |
| 30D | -2.5% | -5.7% | +3.2% | -1.6% |
| 3M | -3.0% | -42.5% | +39.5% | +6.6% |
| 6M | +1.6% | +82.7% | -81.0% | -18.3% |
| YTD | +7.3% | +118.2% | -110.9% | -18.4% |
| 1Y | +5.6% | +109.7% | -104.1% | -19.6% |
| 3Y | +28.1% | +35.3% | -7.2% | +5.9% |
| 5Y | +6.1% | +65.6% | -59.5% | -19.6% |
| All | +65.6% | +179.3% | -113.6% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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