+10.6%
VT vs IRE
-98.0%
+108.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -33.9% | +29.9% | -2.9% |
| 7D | -4.2% | -57.1% | +53.0% | -1.9% |
| 30D | -5.8% | -84.4% | +78.6% | -0.7% |
| 3M | -5.2% | -85.0% | +79.7% | -0.6% |
| 6M | +0.1% | -95.2% | +95.4% | +6.8% |
| YTD | +8.2% | -93.9% | +102.2% | +12.2% |
| 1Y | +10.1% | -98.8% | +109.0% | +17.3% |
| All | +10.6% | -98.0% | +108.7% | +16.0% |
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