-4.3%
VMC vs IRE
-97.2%
+93.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.6% | -1.1% |
| 7D | +0.5% | -27.2% | +27.7% | +0.6% |
| 30D | +15.8% | -75.1% | +90.9% | +16.7% |
| 3M | +0.6% | -77.9% | +78.4% | +1.2% |
| 6M | -4.0% | -94.6% | +90.6% | -1.1% |
| YTD | -0.3% | -91.5% | +91.2% | -0.1% |
| 1Y | -0.5% | -97.8% | +97.3% | -0.4% |
| All | -4.3% | -97.2% | +93.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling