+1,250.4%
VUG vs IYR
+354.0%
+896.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | -0.1% | -1.2% | +1.1% | +0.5% |
| 30D | -0.3% | -2.9% | +2.5% | +1.1% |
| 3M | -0.7% | +0.8% | -1.5% | -1.4% |
| 6M | +14.6% | +1.9% | +12.8% | +13.2% |
| YTD | +9.0% | +9.6% | -0.6% | +3.7% |
| 1Y | +14.9% | +8.1% | +6.8% | +9.9% |
| 3Y | +86.0% | +29.2% | +56.8% | +61.6% |
| 5Y | +76.7% | +4.3% | +72.4% | +71.0% |
| 10Y | +411.3% | +64.7% | +346.6% | +296.7% |
| All | +1,250.4% | +354.0% | +896.4% | +552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling