+632.2%
VRT vs IYR
+6.8%
+625.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -2.9% |
| 7D | -17.7% | +2.1% | -19.8% | -19.3% |
| 30D | -20.0% | +7.2% | -27.2% | -25.3% |
| 3M | -28.1% | +0.4% | -28.5% | -28.7% |
| 6M | -42.8% | +1.4% | -44.3% | -44.9% |
| YTD | +20.0% | +11.3% | +8.6% | +5.2% |
| 1Y | +3.5% | +10.5% | -7.0% | -8.5% |
| 3Y | +366.1% | +41.7% | +324.4% | +191.7% |
| 5Y | +632.2% | +7.1% | +625.1% | +603.3% |
| All | +632.2% | +6.8% | +625.4% | +603.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling