-97.1%
IRE vs VO
+10.2%
-107.3%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -0.1% | +39.7% | +40.5% |
| 7D | -27.2% | -2.6% | -24.6% | -10.6% |
| 30D | -75.1% | -0.9% | -74.2% | -72.0% |
| 3M | -77.9% | -3.0% | -74.9% | -70.6% |
| 6M | -94.6% | +2.2% | -96.8% | -94.5% |
| YTD | -91.5% | +10.6% | -102.1% | -93.9% |
| 1Y | -97.8% | +12.5% | -110.3% | -98.5% |
| All | -97.1% | +10.2% | -107.3% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling