+5.7%
IYR vs VSH
+67.3%
-61.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.2% |
| 7D | -0.9% | +3.5% | -4.4% | -1.4% |
| 30D | -2.4% | -4.4% | +2.0% | -1.9% |
| 3M | -2.0% | -45.8% | +43.8% | +5.9% |
| 6M | +2.5% | +90.1% | -87.7% | -15.0% |
| YTD | +8.3% | +120.3% | -112.0% | -13.6% |
| 1Y | +6.5% | +112.2% | -105.8% | -15.0% |
| 3Y | +29.3% | +36.6% | -7.3% | +12.9% |
| 5Y | +5.7% | +67.0% | -61.3% | -16.4% |
| All | +5.7% | +67.3% | -61.6% | -16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling