+924.9%
VLO vs IYR
+69.7%
+855.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | +5.3% | -1.4% | +6.7% | +6.4% |
| 30D | +18.2% | -2.7% | +20.9% | +20.6% |
| 3M | +53.3% | -2.1% | +55.5% | +55.2% |
| 6M | +70.4% | +3.6% | +66.8% | +63.6% |
| YTD | +143.4% | +8.1% | +135.2% | +125.3% |
| 1Y | +153.0% | +4.7% | +148.3% | +140.0% |
| 3Y | +195.0% | +29.1% | +165.8% | +130.3% |
| 5Y | +618.8% | +6.9% | +611.8% | +542.4% |
| All | +924.9% | +69.7% | +855.2% | +535.7% |
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