+14.8%
VRT vs IRE
-97.3%
+112.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.5% | +12.1% | +10.0% |
| 7D | -10.6% | -15.5% | +4.9% | -9.7% |
| 30D | -17.4% | -70.4% | +53.0% | -4.5% |
| 3M | -26.4% | -81.6% | +55.2% | -10.8% |
| 6M | -41.0% | -94.7% | +53.7% | -22.0% |
| YTD | +23.8% | -91.8% | +115.6% | +40.8% |
| 1Y | +11.6% | -97.6% | +109.2% | +41.7% |
| All | +14.8% | -97.3% | +112.1% | +40.4% |
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