+9.3%
IYR vs VSXY
+42.7%
-33.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -0.4% |
| 7D | -0.4% | -6.8% | +6.4% | +0.1% |
| 30D | -2.5% | -20.4% | +17.8% | -0.9% |
| 3M | +1.5% | +2.9% | -1.4% | +0.9% |
| 6M | +3.9% | +67.9% | -64.1% | -2.1% |
| YTD | +9.5% | +44.9% | -35.3% | +4.2% |
| 1Y | +7.5% | +205.9% | -198.5% | -5.4% |
| 3Y | +30.8% | +373.9% | -343.1% | +4.0% |
| 5Y | +4.8% | +23.5% | -18.7% | -7.2% |
| All | +9.3% | +42.7% | -33.4% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling