+84.9%
VUG vs IYR
+29.2%
+55.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | 0.0% |
| 7D | +0.1% | -0.9% | +1.0% | +0.5% |
| 30D | -1.7% | -2.4% | +0.7% | -0.7% |
| 3M | +2.8% | -2.0% | +4.8% | +3.4% |
| 6M | +13.6% | +2.5% | +11.1% | +11.7% |
| YTD | +8.1% | +8.3% | -0.2% | +3.5% |
| 1Y | +13.1% | +6.5% | +6.6% | +9.0% |
| All | +84.9% | +29.2% | +55.8% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling