+6.5%
IYR vs VTV
+80.6%
-74.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -1.4% | -1.1% | -0.3% | -0.2% |
| 30D | -2.7% | -1.0% | -1.6% | -1.6% |
| 3M | -2.1% | +4.6% | -6.8% | -6.6% |
| 6M | +3.6% | +13.5% | -9.9% | -9.2% |
| YTD | +8.1% | +18.5% | -10.4% | -9.4% |
| 1Y | +4.7% | +22.9% | -18.2% | -15.6% |
| 3Y | +29.1% | +67.8% | -38.7% | -26.1% |
| All | +6.5% | +80.6% | -74.1% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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