+6.5%
IYR vs VWO
+34.0%
-27.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | -1.4% | -1.8% | +0.4% | -0.5% |
| 30D | -2.7% | -0.1% | -2.6% | -2.6% |
| 3M | -2.1% | +2.2% | -4.4% | -3.5% |
| 6M | +3.6% | +8.8% | -5.2% | -1.5% |
| YTD | +8.1% | +12.4% | -4.3% | +0.7% |
| 1Y | +4.7% | +15.6% | -10.9% | -4.2% |
| 3Y | +29.1% | +62.5% | -33.4% | -4.5% |
| All | +6.5% | +34.0% | -27.5% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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