+953.6%
VRT vs IYR
+4.2%
+949.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.1% | -8.5% | -8.6% |
| 7D | +2.4% | -0.9% | +3.3% | +3.4% |
| 30D | -2.7% | -2.4% | -0.3% | -0.6% |
| 3M | -9.2% | -2.0% | -7.2% | -8.8% |
| 6M | -0.5% | +2.5% | -3.0% | -4.7% |
| YTD | +62.3% | +8.3% | +54.0% | +46.7% |
| 1Y | +109.6% | +6.5% | +103.1% | +91.9% |
| 3Y | +573.1% | +29.3% | +543.7% | +373.8% |
| 5Y | +953.6% | +5.7% | +948.0% | +917.7% |
| All | +953.6% | +4.2% | +949.4% | +917.7% |
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