-97.6%
IRE vs VO
+13.1%
-110.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | 0.0% | -15.8% | -15.6% |
| 7D | -41.9% | -0.2% | -41.7% | -39.3% |
| 30D | -75.1% | +0.5% | -75.5% | -74.5% |
| 3M | -82.4% | -1.1% | -81.3% | -79.7% |
| 6M | -95.5% | +6.4% | -101.9% | -96.5% |
| YTD | -93.1% | +13.5% | -106.6% | -95.8% |
| 1Y | -97.8% | +13.6% | -111.4% | -98.4% |
| All | -97.6% | +13.1% | -110.7% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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