+275.9%
IYR vs VWO
+324.1%
-48.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | -2.4% | +0.9% | -3.3% | -3.0% |
| 3M | -2.0% | +4.3% | -6.3% | -5.3% |
| 6M | +2.5% | +10.5% | -8.1% | -5.4% |
| YTD | +8.3% | +13.4% | -5.1% | -2.0% |
| 1Y | +6.5% | +18.6% | -12.1% | -6.9% |
| 3Y | +29.3% | +65.8% | -36.5% | -11.6% |
| 5Y | +5.7% | +35.2% | -29.5% | -17.7% |
| 10Y | +69.2% | +116.6% | -47.4% | -9.8% |
| All | +275.9% | +324.1% | -48.3% | +26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling