+62.5%
VUG vs IYR
+6.0%
+56.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +2.5% | +0.6% | +1.9% | +2.1% |
| 30D | -6.3% | +6.6% | -12.8% | -10.1% |
| 3M | -6.0% | -1.8% | -4.2% | -5.0% |
| 6M | -3.5% | +1.4% | -5.0% | -5.1% |
| YTD | +3.9% | +10.5% | -6.6% | -3.8% |
| 1Y | +5.1% | +10.6% | -5.5% | -2.9% |
| 3Y | +77.9% | +41.8% | +36.0% | +32.4% |
| All | +62.5% | +6.0% | +56.5% | +58.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling