-2.9%
VMC vs IRE
-97.4%
+94.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.1% | -13.1% | -1.1% |
| 7D | -4.3% | -15.1% | +10.8% | -4.2% |
| 30D | +16.2% | -71.4% | +87.6% | +17.2% |
| 3M | -0.8% | -81.2% | +80.3% | +0.3% |
| 6M | +1.2% | -93.7% | +94.9% | +4.5% |
| YTD | +0.5% | -92.2% | +92.7% | -0.4% |
| 1Y | -2.9% | -97.3% | +94.4% | -2.0% |
| All | -2.9% | -97.4% | +94.5% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling