-82.0%
IRE vs VSXY
+149.7%
-231.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.9% | +6.4% | +8.8% |
| 7D | +58.9% | -6.8% | +65.7% | +61.8% |
| 30D | +17.2% | -20.4% | +37.5% | +26.1% |
| 3M | -58.6% | +2.9% | -61.5% | -59.7% |
| 6M | -23.5% | +67.9% | -91.4% | -41.1% |
| YTD | -47.4% | +44.9% | -92.3% | -60.1% |
| All | -82.0% | +149.7% | -231.7% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling