What is the right way to free a std::vector of pointers in C++?

I searched StackOverflow but couldn't find the answer to this question.

Suppose I have a std::vector<Day *> vector_day - that is - a vector of pointers to Day object. Now I push_back to vector_day many elements:

vector_day.push_back(new Day(12));
vector_day.push_back(new Day(99));
vector_day.push_back(new Day(71));
...

Now at some point I no longer need vector_day. What is the right way to free the memory?

It this the correct way:

for (std::vector<Day *>::iterator i = vector_day.begin(); i != vector_day.end(); ++i) {
    delete *i;
}

Doesn't this invalidate the vector on each deletion? I am very confused.