+386.3%
VNQ vs IT
+1,482.3%
-1,096.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.3% | -4.5% | -1.4% |
| 7D | -1.3% | -3.7% | +2.4% | 0.0% |
| 30D | -2.6% | +0.1% | -2.7% | -3.1% |
| 3M | -2.0% | +20.7% | -22.7% | -12.0% |
| 6M | +4.3% | +12.0% | -7.6% | -5.1% |
| YTD | +9.2% | -28.8% | +38.0% | +17.9% |
| 1Y | +5.6% | -25.5% | +31.1% | +10.6% |
| 3Y | +30.8% | -48.8% | +79.6% | +52.8% |
| 5Y | +8.0% | -42.7% | +50.7% | +16.0% |
| 10Y | +63.7% | +102.5% | -38.8% | -15.3% |
| All | +386.3% | +1,482.3% | -1,096.0% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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