+317.6%
VOO vs IYR
+69.7%
+247.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | -0.8% | -1.4% | +0.6% | +0.1% |
| 30D | -1.1% | -2.7% | +1.6% | +0.6% |
| 3M | +3.9% | -2.1% | +6.0% | +5.0% |
| 6M | +13.6% | +3.6% | +10.0% | +10.5% |
| YTD | +12.7% | +8.1% | +4.6% | +6.5% |
| 1Y | +17.6% | +4.7% | +12.9% | +13.3% |
| 3Y | +77.3% | +29.1% | +48.2% | +46.5% |
| 5Y | +84.1% | +6.9% | +77.2% | +71.9% |
| All | +317.6% | +69.7% | +247.9% | +192.3% |
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