+143.6%
VLO vs IYR
+8.4%
+135.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | -0.2% |
| 7D | +5.2% | -1.2% | +6.5% | +4.9% |
| 30D | +22.6% | -2.9% | +25.4% | +21.8% |
| 3M | +43.8% | +0.8% | +42.9% | +43.9% |
| 6M | +65.7% | +1.9% | +63.9% | +68.3% |
| YTD | +131.1% | +9.6% | +121.5% | +126.2% |
| 1Y | +143.6% | +8.1% | +135.5% | +139.3% |
| All | +143.6% | +8.4% | +135.2% | +139.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling