+707.1%
IYR vs VSH
-8.7%
+715.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.1% |
| 7D | +0.6% | +14.3% | -13.8% | -2.8% |
| 30D | +6.6% | -7.9% | +14.4% | +7.1% |
| 3M | -1.8% | -19.9% | +18.0% | +1.0% |
| 6M | +1.4% | -30.5% | +32.0% | +3.7% |
| YTD | +10.5% | +85.7% | -75.1% | -13.7% |
| 1Y | +10.6% | +98.9% | -88.3% | -15.3% |
| 3Y | +41.8% | +32.1% | +9.7% | +14.6% |
| 5Y | +6.0% | +39.7% | -33.6% | -16.9% |
| 10Y | +86.7% | +117.6% | -30.9% | +22.7% |
| All | +707.1% | -8.7% | +715.8% | +255.8% |
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 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