+700.6%
IYR vs VSH
+8.7%
+691.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.2% | -1.8% |
| 7D | -1.2% | +4.1% | -5.3% | -2.2% |
| 30D | -2.9% | -4.2% | +1.3% | -2.3% |
| 3M | +0.8% | -50.0% | +50.8% | +15.5% |
| 6M | +1.9% | +80.2% | -78.3% | -17.2% |
| YTD | +9.6% | +121.1% | -111.5% | -16.1% |
| 1Y | +8.1% | +112.0% | -103.9% | -17.1% |
| 3Y | +29.2% | +22.5% | +6.7% | +9.2% |
| 5Y | +4.3% | +64.0% | -59.8% | -19.8% |
| 10Y | +64.7% | +170.4% | -105.7% | +4.9% |
| All | +700.6% | +8.7% | +691.8% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling