+2,723.0%
VRT vs IYR
+55.4%
+2,667.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.9% |
| 7D | +9.1% | -1.2% | +10.4% | +10.2% |
| 30D | +0.9% | -2.9% | +3.8% | +3.2% |
| 3M | -13.4% | +0.8% | -14.2% | -15.2% |
| 6M | +11.7% | +1.9% | +9.8% | +8.4% |
| YTD | +73.2% | +9.6% | +63.6% | +57.9% |
| 1Y | +123.4% | +8.1% | +115.3% | +105.3% |
| 3Y | +606.2% | +29.2% | +577.0% | +444.1% |
| 5Y | +899.9% | +4.3% | +895.6% | +846.8% |
| All | +2,723.0% | +55.4% | +2,667.7% | +1,968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling