-97.1%
IRE vs VIG
+13.8%
-110.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.4% | +40.0% | +41.4% |
| 7D | -27.2% | -1.8% | -25.4% | -18.9% |
| 30D | -75.1% | +2.7% | -77.8% | -78.8% |
| 3M | -77.9% | 0.0% | -77.8% | -78.1% |
| 6M | -94.6% | +6.8% | -101.3% | -96.4% |
| YTD | -91.5% | +12.1% | -103.6% | -95.5% |
| 1Y | -97.8% | +14.8% | -112.7% | -99.0% |
| All | -97.1% | +13.8% | -110.9% | -98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling