-37.7%
IRE vs VYM
+11.2%
-48.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -0.4% | +14.4% | +16.4% |
| 7D | +54.8% | 0.0% | +54.8% | +54.9% |
| 30D | +18.4% | -0.5% | +18.9% | +22.6% |
| 3M | -66.7% | +3.0% | -69.8% | -72.0% |
| All | -37.7% | +11.2% | -48.9% | -62.9% |
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