+183.8%
VXUS vs IYR
+190.8%
-7.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | +1.0% | -1.2% | +2.3% | +1.8% |
| 30D | +2.2% | -2.9% | +5.0% | +4.0% |
| 3M | +3.0% | +0.8% | +2.1% | +2.0% |
| 6M | +10.7% | +1.9% | +8.8% | +9.0% |
| YTD | +17.8% | +9.6% | +8.2% | +10.8% |
| 1Y | +27.6% | +8.1% | +19.5% | +20.9% |
| 3Y | +73.3% | +29.2% | +44.1% | +44.8% |
| 5Y | +54.3% | +4.3% | +50.0% | +46.0% |
| 10Y | +149.8% | +64.7% | +85.1% | +65.8% |
| All | +183.8% | +190.8% | -7.0% | +14.7% |
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 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