-83.2%
IRE vs VSXY
+141.0%
-224.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.5% | -3.3% | -5.5% |
| 7D | +29.0% | -10.7% | +39.8% | +33.5% |
| 30D | +24.2% | -24.3% | +48.5% | +36.5% |
| 3M | -53.2% | +1.0% | -54.2% | -54.1% |
| 6M | -36.0% | +57.4% | -93.4% | -49.5% |
| YTD | -51.0% | +39.8% | -90.8% | -62.3% |
| All | -83.2% | +141.0% | -224.2% | -94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling