-95.4%
IRE vs VYM
+7.3%
-102.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.0% |
| 7D | -31.8% | +3.7% | -35.5% | -39.9% |
| 30D | -71.8% | +3.7% | -75.4% | -73.9% |
| 3M | -88.9% | -0.7% | -88.2% | -87.2% |
| 6M | -95.4% | +7.2% | -102.6% | -96.8% |
| All | -95.4% | +7.3% | -102.6% | -96.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling