+56.1%
VSH vs IRE
-97.3%
+153.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.5% | +15.9% | +13.8% |
| 7D | +3.5% | -15.5% | +19.0% | +4.3% |
| 30D | -22.4% | -70.4% | +48.0% | -10.6% |
| 3M | -25.2% | -81.6% | +56.4% | -10.1% |
| 6M | -22.5% | -94.7% | +72.2% | -1.1% |
| YTD | +84.2% | -91.8% | +175.9% | +117.0% |
| 1Y | +87.1% | -97.6% | +184.6% | +127.2% |
| All | +56.1% | -97.3% | +153.4% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling