+10,278.4%
VLO vs IYR
+707.1%
+9,571.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +9.6% | +0.6% | +9.0% | +9.2% |
| 30D | -17.4% | +6.6% | -23.9% | -21.0% |
| 3M | +10.8% | -1.8% | +12.6% | +11.6% |
| 6M | +56.9% | +1.4% | +55.5% | +54.0% |
| YTD | +136.8% | +10.5% | +126.3% | +118.0% |
| 1Y | +120.7% | +10.6% | +110.0% | +103.1% |
| 3Y | +231.9% | +41.8% | +190.1% | +155.4% |
| 5Y | +479.0% | +6.0% | +473.0% | +427.5% |
| 10Y | +792.2% | +86.7% | +705.5% | +476.1% |
| All | +10,278.4% | +707.1% | +9,571.2% | +2,733.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling