+5.5%
VNQ vs IRE
-85.3%
+90.7%
-8.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +7.0% | -0.9% |
| 7D | -2.6% | +7.9% | -10.6% | -2.6% |
| 30D | -2.3% | +9.3% | -11.6% | -2.3% |
| 3M | -2.8% | -52.3% | +49.5% | -2.4% |
| 6M | +2.5% | -38.5% | +41.0% | +2.2% |
| YTD | +8.4% | -54.8% | +63.3% | +7.9% |
| All | +5.5% | -85.3% | +90.7% | +5.5% |
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