+2,010.2%
VRT vs IYR
+56.5%
+1,953.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | +18.6% | -0.1% | +18.7% | +18.8% |
| 30D | -11.7% | +5.7% | -17.4% | -15.9% |
| 3M | -27.3% | -0.6% | -26.7% | -27.3% |
| 6M | -42.9% | +0.5% | -43.4% | -44.3% |
| YTD | +29.5% | +10.4% | +19.1% | +16.9% |
| 1Y | +21.0% | +9.2% | +11.9% | +10.3% |
| 3Y | +403.1% | +40.5% | +362.6% | +258.3% |
| 5Y | +688.8% | +5.9% | +682.9% | +635.6% |
| All | +2,010.2% | +56.5% | +1,953.7% | +1,431.1% |
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