+28.1%
IYR vs VSXY
+339.2%
-311.1%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.8% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -2.5% | -22.1% | +19.5% | -1.3% |
| 3M | -3.0% | -1.1% | -1.8% | -3.1% |
| 6M | +1.6% | +53.8% | -52.2% | -1.9% |
| YTD | +7.3% | +35.5% | -28.2% | +4.1% |
| 1Y | +5.6% | +186.0% | -180.4% | -3.1% |
| All | +28.1% | +339.2% | -311.1% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 3y: compounded portfolio wealth divided by compounded VSXY 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…
3y analysis · Full analysis span regression · 6 months rolling