+6.5%
IYR vs VTR
+87.5%
-81.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.4% | -0.3% | -1.1% | -1.2% |
| 30D | -2.7% | +1.1% | -3.8% | -3.2% |
| 3M | -2.1% | +7.9% | -10.0% | -6.3% |
| 6M | +3.6% | +6.2% | -2.6% | -0.2% |
| YTD | +8.1% | +17.7% | -9.6% | -1.4% |
| 1Y | +4.7% | +32.9% | -28.2% | -10.7% |
| 3Y | +29.1% | +129.7% | -100.6% | -19.4% |
| All | +6.5% | +87.5% | -81.0% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 5y: compounded portfolio wealth divided by compounded VTR 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…
5y analysis · Full analysis span regression · 6 months rolling