-98.0%
IRE vs VYM
+19.6%
-117.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -13.8% |
| 7D | -31.8% | +3.7% | -35.5% | -43.5% |
| 30D | -71.8% | +3.7% | -75.4% | -76.4% |
| 3M | -88.9% | -0.7% | -88.2% | -88.1% |
| 6M | -95.4% | +7.2% | -102.6% | -96.8% |
| YTD | -94.2% | +16.9% | -111.2% | -97.4% |
| 1Y | -97.1% | +19.6% | -116.7% | -98.8% |
| All | -98.0% | +19.6% | -117.6% | -99.2% |
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