-84.4%
IRE vs VYM
+17.5%
-101.9%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | -3.1% |
| 7D | -4.5% | -0.8% | -3.7% | +0.1% |
| 30D | -7.8% | -2.2% | -5.6% | +5.2% |
| 3M | -60.0% | +3.1% | -63.1% | -67.3% |
| 6M | -48.3% | +9.7% | -58.0% | -68.2% |
| YTD | -54.5% | +14.9% | -69.4% | -77.9% |
| All | -84.4% | +17.5% | -101.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling