+1,934.0%
VRT vs IYR
+56.6%
+1,877.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.7% |
| 7D | +10.5% | +0.6% | +9.9% | +10.1% |
| 30D | -9.3% | +6.6% | -15.9% | -14.3% |
| 3M | -29.6% | -1.8% | -27.8% | -28.9% |
| 6M | -45.4% | +1.4% | -46.8% | -47.1% |
| YTD | +24.8% | +10.5% | +14.3% | +12.6% |
| 1Y | +23.6% | +10.6% | +13.0% | +11.4% |
| 3Y | +379.7% | +41.8% | +337.9% | +238.8% |
| 5Y | +660.3% | +6.0% | +654.3% | +608.5% |
| All | +1,934.0% | +56.6% | +1,877.3% | +1,374.8% |
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