+151.8%
IYR vs VYM
+488.1%
-336.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -0.4% |
| 30D | -2.7% | -2.2% | -0.4% | +0.1% |
| 3M | -2.1% | +3.1% | -5.2% | -5.8% |
| 6M | +3.6% | +9.7% | -6.1% | -8.0% |
| YTD | +8.1% | +14.9% | -6.8% | -9.5% |
| 1Y | +4.7% | +17.6% | -12.8% | -15.0% |
| 3Y | +29.1% | +65.3% | -36.2% | -32.7% |
| 5Y | +6.9% | +78.7% | -71.8% | -49.9% |
| 10Y | +69.0% | +208.2% | -139.2% | -64.6% |
| All | +151.8% | +488.1% | -336.2% | -80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling