+68.0%
VXUS vs IYR
+41.7%
+26.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +2.1% | +0.6% | +1.5% | +1.9% |
| 30D | -1.1% | +6.6% | -7.7% | -4.0% |
| 3M | -5.6% | -1.8% | -3.8% | -4.8% |
| 6M | -2.3% | +1.4% | -3.7% | -3.3% |
| YTD | +10.4% | +10.5% | -0.2% | +4.5% |
| 1Y | +13.1% | +10.6% | +2.4% | +7.0% |
| 3Y | +68.0% | +41.8% | +26.2% | +40.7% |
| All | +68.0% | +41.7% | +26.3% | +40.7% |
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