-0.4%
VMC vs IRE
-97.8%
+97.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.6% |
| 7D | +0.3% | -15.5% | +15.8% | +0.3% |
| 30D | +18.6% | -70.4% | +89.0% | +19.5% |
| 3M | +2.0% | -81.6% | +83.7% | +3.3% |
| 6M | +2.6% | -94.7% | +97.3% | +6.6% |
| YTD | +2.3% | -91.8% | +94.0% | +1.4% |
| All | -0.4% | -97.8% | +97.4% | +1.0% |
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