+11.2%
VRT vs IRE
-97.7%
+109.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -15.8% | +12.7% | -0.6% |
| 7D | -17.7% | -41.9% | +24.2% | -11.9% |
| 30D | -20.0% | -75.1% | +55.1% | -5.1% |
| 3M | -28.1% | -82.4% | +54.3% | -12.1% |
| 6M | -42.8% | -95.5% | +52.7% | -22.5% |
| YTD | +20.0% | -93.1% | +113.0% | +39.9% |
| 1Y | +3.5% | -97.8% | +101.3% | +33.6% |
| All | +11.2% | -97.7% | +109.0% | +39.4% |
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 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