+1,162.4%
VST vs IYR
+86.1%
+1,076.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -1.9% |
| 7D | -6.0% | +2.1% | -8.1% | -7.7% |
| 30D | -18.8% | +7.2% | -25.9% | -23.2% |
| 3M | -8.0% | +0.4% | -8.4% | -8.8% |
| 6M | -10.9% | +1.4% | -12.4% | -12.9% |
| YTD | -18.3% | +11.3% | -29.7% | -25.3% |
| 1Y | -29.9% | +10.5% | -40.4% | -35.6% |
| 3Y | +290.3% | +41.7% | +248.6% | +195.4% |
| 5Y | +635.3% | +7.1% | +628.2% | +579.5% |
| 10Y | +1,162.4% | +89.1% | +1,073.3% | +742.3% |
| All | +1,162.4% | +86.1% | +1,076.3% | +742.3% |
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 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