-97.2%
IRE vs VIG
+16.6%
-113.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -13.5% |
| 7D | -15.5% | +0.4% | -15.9% | -15.6% |
| 30D | -70.4% | +4.3% | -74.7% | -76.4% |
| 3M | -81.6% | +2.0% | -83.7% | -83.6% |
| 6M | -94.7% | +10.2% | -104.9% | -97.0% |
| YTD | -91.8% | +14.8% | -106.5% | -96.1% |
| 1Y | -97.6% | +17.5% | -115.0% | -99.0% |
| All | -97.2% | +16.6% | -113.8% | -98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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