-98.0%
IRE vs VSXY
+237.9%
-335.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +1.5% | -15.8% | -14.9% |
| 7D | -31.8% | -1.7% | -30.1% | -31.3% |
| 30D | -71.8% | +20.1% | -91.9% | -73.7% |
| 3M | -88.9% | +16.6% | -105.5% | -89.7% |
| 6M | -95.4% | +134.9% | -230.3% | -96.8% |
| YTD | -94.2% | +96.0% | -190.2% | -96.1% |
| 1Y | -97.1% | +203.8% | -300.9% | -98.9% |
| All | -98.0% | +237.9% | -335.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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