-29.9%
VST vs IYR
+10.5%
-40.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | -6.0% | +2.1% | -8.1% | -6.2% |
| 30D | -18.8% | +7.2% | -25.9% | -20.4% |
| 3M | -8.0% | +0.4% | -8.4% | -7.4% |
| 6M | -10.9% | +1.4% | -12.4% | -11.8% |
| YTD | -18.3% | +11.3% | -29.7% | -22.3% |
| 1Y | -29.9% | +10.5% | -40.4% | -33.5% |
| All | -29.9% | +10.5% | -40.4% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling