+144.8%
VXUS vs IYR
+68.4%
+76.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.9% | -2.8% | +0.9% | -0.4% |
| 30D | -0.7% | -2.5% | +1.8% | +0.6% |
| 3M | +4.9% | -3.0% | +7.9% | +6.4% |
| 6M | +9.7% | +1.6% | +8.0% | +8.3% |
| YTD | +15.0% | +7.3% | +7.7% | +10.2% |
| 1Y | +22.4% | +5.6% | +16.8% | +18.2% |
| 3Y | +72.2% | +28.1% | +44.1% | +47.7% |
| 5Y | +52.6% | +6.1% | +46.5% | +44.0% |
| All | +144.8% | +68.4% | +76.4% | +80.2% |
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 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