-97.9%
IRE vs VO
+10.3%
-108.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.9% | -3.5% | -30.4% | -11.9% |
| 7D | -57.1% | -3.3% | -53.8% | -43.9% |
| 30D | -84.4% | -1.8% | -82.6% | -81.3% |
| 3M | -85.0% | -3.4% | -81.6% | -79.4% |
| 6M | -95.2% | +3.0% | -98.2% | -95.3% |
| YTD | -93.9% | +10.7% | -104.7% | -95.6% |
| 1Y | -98.8% | +11.8% | -110.6% | -99.1% |
| All | -97.9% | +10.3% | -108.2% | -98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling