-97.3%
IRE vs VIG
+17.8%
-115.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.8% | +11.3% | +8.6% |
| 7D | -15.1% | -0.3% | -14.8% | -9.0% |
| 30D | -71.4% | +4.9% | -76.3% | -77.7% |
| 3M | -81.2% | +2.9% | -84.1% | -83.7% |
| 6M | -93.7% | +11.2% | -105.0% | -96.6% |
| YTD | -92.2% | +16.0% | -108.2% | -96.5% |
| 1Y | -97.3% | +17.0% | -114.2% | -98.8% |
| All | -97.3% | +17.8% | -115.1% | -98.9% |
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