+193.8%
VLO vs IYR
+29.2%
+164.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.9% |
| 7D | +6.2% | -0.9% | +7.2% | +6.5% |
| 30D | +23.5% | -2.4% | +25.9% | +24.4% |
| 3M | +53.9% | -2.0% | +55.9% | +54.5% |
| 6M | +81.7% | +2.5% | +79.2% | +78.6% |
| YTD | +142.5% | +8.3% | +134.2% | +132.0% |
| 1Y | +145.4% | +6.5% | +139.0% | +136.7% |
| All | +193.8% | +29.2% | +164.7% | +157.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling