+12.4%
IYR vs VYM
+21.8%
-9.3%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.2% | +1.9% | +2.2% |
| 7D | +6.9% | +1.2% | +5.8% | +6.0% |
| 30D | +10.2% | +5.2% | +5.0% | +6.2% |
| 3M | -0.3% | +0.5% | -0.8% | -0.9% |
| 6M | +3.6% | +7.7% | -4.1% | -2.0% |
| YTD | +12.5% | +17.2% | -4.7% | 0.0% |
| 1Y | +12.4% | +21.7% | -9.2% | -3.0% |
| All | +12.4% | +21.8% | -9.3% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling