+690.9%
IYR vs VTR
+9,173.7%
-8,482.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -0.9% | -2.9% | +2.0% | +0.7% |
| 30D | -2.4% | -2.8% | +0.4% | -1.0% |
| 3M | -2.0% | +9.0% | -11.0% | -6.9% |
| 6M | +2.5% | +5.0% | -2.5% | -0.9% |
| YTD | +8.3% | +16.9% | -8.6% | -1.3% |
| 1Y | +6.5% | +34.3% | -27.8% | -10.4% |
| 3Y | +29.3% | +131.6% | -102.2% | -20.1% |
| 5Y | +5.7% | +88.0% | -82.3% | -28.4% |
| 10Y | +69.2% | +97.8% | -28.5% | -6.2% |
| All | +690.9% | +9,173.7% | -8,482.8% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling