-83.7%
IRE vs VYM
+18.5%
-102.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +16.3% |
| 7D | +54.8% | 0.0% | +54.8% | +55.0% |
| 30D | +18.4% | -0.5% | +18.9% | +22.5% |
| 3M | -66.7% | +3.0% | -69.8% | -71.9% |
| 6M | -52.3% | +8.2% | -60.5% | -67.9% |
| YTD | -52.3% | +15.8% | -68.1% | -77.9% |
| All | -83.7% | +18.5% | -102.1% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 1y: compounded portfolio wealth divided by compounded VYM 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…
1y analysis · Full analysis span regression · 6 months rolling