+778.9%
VLO vs IYR
+87.2%
+691.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.7% | +3.6% |
| 7D | +6.8% | -0.1% | +6.9% | +6.8% |
| 30D | -17.9% | +5.7% | -23.6% | -21.5% |
| 3M | +13.5% | -0.6% | +14.2% | +13.5% |
| 6M | +53.0% | +0.5% | +52.5% | +50.7% |
| YTD | +133.7% | +10.4% | +123.3% | +111.8% |
| 1Y | +115.7% | +9.2% | +106.5% | +97.2% |
| 3Y | +231.9% | +40.5% | +191.4% | +140.3% |
| 5Y | +471.6% | +5.9% | +465.6% | +416.2% |
| All | +778.9% | +87.2% | +691.7% | +387.4% |
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