+1,205.2%
VST vs IYR
+86.8%
+1,118.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.8% | +6.2% |
| 7D | -0.5% | +2.3% | -2.8% | -2.4% |
| 30D | -17.1% | +7.4% | -24.4% | -21.7% |
| 3M | -4.6% | -0.7% | -3.9% | -4.7% |
| 6M | -9.1% | +1.6% | -10.7% | -11.2% |
| YTD | -16.6% | +11.6% | -28.2% | -23.8% |
| 1Y | -29.5% | +10.5% | -40.0% | -35.2% |
| 3Y | +297.5% | +43.4% | +254.1% | +198.3% |
| 5Y | +654.5% | +6.8% | +647.7% | +598.9% |
| 10Y | +1,205.2% | +86.0% | +1,119.2% | +773.9% |
| All | +1,205.2% | +86.8% | +1,118.4% | +773.9% |
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