-97.7%
IRE vs VYM
+19.8%
-117.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +0.1% | -13.6% | -13.9% |
| 7D | +11.1% | +3.3% | +7.8% | -6.9% |
| 30D | -75.2% | +3.8% | -78.9% | -79.3% |
| 3M | -86.4% | -0.4% | -86.0% | -85.7% |
| 6M | -94.8% | +7.1% | -102.0% | -96.4% |
| YTD | -93.3% | +17.1% | -110.3% | -97.0% |
| 1Y | -97.5% | +18.4% | -115.9% | -98.9% |
| All | -97.7% | +19.8% | -117.4% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling