+146.3%
VXUS vs IYR
+87.2%
+59.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +2.3% | -0.1% | +2.4% | +2.4% |
| 30D | -2.2% | +5.7% | -7.9% | -5.2% |
| 3M | -5.4% | -0.6% | -4.8% | -5.2% |
| 6M | -1.2% | +0.5% | -1.8% | -1.9% |
| YTD | +10.4% | +10.4% | -0.1% | +4.0% |
| 1Y | +11.8% | +9.2% | +2.7% | +6.0% |
| 3Y | +68.4% | +40.5% | +27.9% | +37.1% |
| 5Y | +45.9% | +5.9% | +39.9% | +37.8% |
| All | +146.3% | +87.2% | +59.1% | +73.0% |
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