+351.4%
IYR vs VTV
+715.1%
-363.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.9% |
| 7D | -0.4% | +0.3% | -0.7% | -0.8% |
| 30D | -2.5% | +0.1% | -2.7% | -2.7% |
| 3M | +1.5% | +6.2% | -4.7% | -5.6% |
| 6M | +3.9% | +13.5% | -9.6% | -10.6% |
| YTD | +9.5% | +18.9% | -9.3% | -10.9% |
| 1Y | +7.5% | +25.8% | -18.3% | -18.3% |
| 3Y | +30.8% | +68.7% | -38.0% | -30.0% |
| 5Y | +4.8% | +80.3% | -75.5% | -48.2% |
| 10Y | +64.3% | +226.3% | -162.0% | -62.8% |
| All | +351.4% | +715.1% | -363.7% | -66.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling