+37.6%
VSH vs IRE
-97.2%
+134.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +39.6% | -33.9% | -0.3% |
| 7D | -12.9% | -27.2% | +14.2% | -10.4% |
| 30D | -36.9% | -75.1% | +38.3% | -25.7% |
| 3M | -28.8% | -77.9% | +49.1% | -16.4% |
| 6M | -30.3% | -94.6% | +64.3% | -11.4% |
| YTD | +62.4% | -91.5% | +153.9% | +90.6% |
| 1Y | +62.5% | -97.8% | +160.4% | +97.7% |
| All | +37.6% | -97.2% | +134.8% | +64.5% |
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