-97.1%
IRE vs VEU
+12.1%
-109.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | +0.2% | +39.4% | +38.4% |
| 7D | -27.2% | -1.6% | -25.5% | -18.8% |
| 30D | -75.1% | -4.3% | -70.8% | -65.0% |
| 3M | -77.9% | -5.8% | -72.0% | -64.2% |
| 6M | -94.6% | -4.4% | -90.2% | -90.5% |
| YTD | -91.5% | +8.7% | -100.2% | -92.1% |
| 1Y | -97.8% | +12.6% | -110.5% | -98.3% |
| All | -97.1% | +12.1% | -109.2% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 5y: compounded portfolio wealth divided by compounded VEU 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…
5y analysis · Full analysis span regression · 6 months rolling