+10,029.4%
VLO vs IYR
+700.6%
+9,328.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +5.2% | -1.2% | +6.5% | +6.1% |
| 30D | +22.6% | -2.9% | +25.4% | +24.8% |
| 3M | +43.8% | +0.8% | +42.9% | +42.4% |
| 6M | +65.7% | +1.9% | +63.9% | +61.9% |
| YTD | +131.1% | +9.6% | +121.5% | +114.8% |
| 1Y | +143.6% | +8.1% | +135.5% | +128.4% |
| 3Y | +201.4% | +29.2% | +172.2% | +146.9% |
| 5Y | +568.9% | +4.3% | +564.6% | +518.1% |
| 10Y | +891.8% | +64.7% | +827.1% | +593.5% |
| All | +10,029.4% | +700.6% | +9,328.9% | +2,692.2% |
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 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