+9.0%
VNQ vs IRE
-98.1%
+107.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.4% | +14.4% | 0.0% |
| 7D | +0.8% | -31.8% | +32.6% | +0.7% |
| 30D | +6.8% | -71.8% | +78.5% | +6.6% |
| 3M | -1.3% | -88.9% | +87.6% | -1.5% |
| 6M | +2.4% | -95.4% | +97.7% | +2.6% |
| YTD | +12.1% | -94.2% | +106.4% | +11.3% |
| 1Y | +12.0% | -97.1% | +109.1% | +11.6% |
| All | +9.0% | -98.1% | +107.1% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling