-97.7%
IRE vs VYM
+21.8%
-119.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +1.2% | -24.5% | -29.0% |
| 7D | -46.8% | +1.2% | -48.0% | -51.1% |
| 30D | -75.5% | +5.2% | -80.7% | -82.1% |
| 3M | -79.4% | +0.5% | -79.9% | -80.5% |
| 6M | -91.3% | +7.7% | -99.0% | -94.3% |
| YTD | -90.8% | +17.2% | -108.0% | -96.1% |
| 1Y | -97.7% | +21.7% | -119.4% | -99.3% |
| All | -97.7% | +21.8% | -119.5% | -99.3% |
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