+455.4%
V vs IYR
+89.3%
+366.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | +0.8% | +2.1% | -1.3% | -0.6% |
| 30D | +9.9% | +7.2% | +2.8% | +4.9% |
| 3M | +17.5% | +0.4% | +17.1% | +17.2% |
| 6M | +33.5% | +1.4% | +32.0% | +32.0% |
| YTD | +21.6% | +11.3% | +10.2% | +12.2% |
| 1Y | +27.6% | +10.5% | +17.1% | +18.4% |
| 3Y | +76.4% | +41.7% | +34.7% | +34.5% |
| 5Y | +103.8% | +7.1% | +96.7% | +90.1% |
| All | +455.4% | +89.3% | +366.1% | +260.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 10y: compounded portfolio wealth divided by compounded IYR 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…
10y analysis · Full analysis span regression · 6 months rolling