+216.8%
IYR vs VT
+345.0%
-128.2%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +2.4% |
| 7D | +2.8% | -4.2% | +7.0% | +7.2% |
| 30D | +7.3% | -5.8% | +13.1% | +13.9% |
| 3M | -2.0% | -5.2% | +3.2% | +3.2% |
| 6M | +1.5% | +0.1% | +1.4% | +0.4% |
| YTD | +10.5% | +8.2% | +2.3% | +0.4% |
| 1Y | +10.5% | +10.1% | +0.4% | -1.5% |
| 3Y | +37.4% | +69.7% | -32.2% | -23.3% |
| 5Y | +5.9% | +53.4% | -47.5% | -34.6% |
| 10Y | +85.0% | +219.2% | -134.3% | -50.0% |
| All | +216.8% | +345.0% | -128.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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