+4.7%
VRT vs IRE
-97.2%
+102.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +39.6% | -36.1% | -2.7% |
| 7D | -21.4% | -27.2% | +5.8% | -18.9% |
| 30D | -25.8% | -75.1% | +49.3% | -12.3% |
| 3M | -33.5% | -77.9% | +44.3% | -21.6% |
| 6M | -49.0% | -94.6% | +45.6% | -32.9% |
| YTD | +12.9% | -91.5% | +104.5% | +28.0% |
| 1Y | 0.0% | -97.8% | +97.8% | +28.8% |
| All | +4.7% | -97.2% | +102.0% | +27.6% |
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