+1.2%
VRT vs IRE
-98.0%
+99.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -33.9% | +19.9% | -8.6% |
| 7D | -28.1% | -57.1% | +29.0% | -19.0% |
| 30D | -30.2% | -84.4% | +54.2% | -10.6% |
| 3M | -36.4% | -85.0% | +48.6% | -19.7% |
| 6M | -48.2% | -95.2% | +47.1% | -29.5% |
| YTD | +9.2% | -93.9% | +103.1% | +31.6% |
| 1Y | -7.2% | -98.8% | +91.6% | +31.4% |
| All | +1.2% | -98.0% | +99.2% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling