+50.9%
VG vs IRE
-84.4%
+135.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.3% |
| 7D | +1.7% | +54.8% | -53.1% | +2.0% |
| 30D | +16.0% | +18.4% | -2.4% | +16.2% |
| 3M | +9.7% | -66.7% | +76.5% | +9.8% |
| 6M | +29.6% | -52.3% | +81.9% | +27.7% |
| YTD | +112.0% | -52.3% | +164.3% | +103.8% |
| All | +50.9% | -84.4% | +135.3% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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