+5.2%
VUG vs IRE
-97.6%
+102.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.2% | +24.8% | +2.5% |
| 7D | -3.0% | -46.8% | +43.8% | -0.8% |
| 30D | -6.4% | -75.5% | +69.1% | -1.7% |
| 3M | -3.2% | -79.4% | +76.2% | +1.7% |
| 6M | +3.1% | -91.3% | +94.4% | +9.1% |
| YTD | +6.3% | -90.8% | +97.1% | +9.6% |
| 1Y | +5.2% | -97.7% | +102.9% | +10.8% |
| All | +5.2% | -97.6% | +102.7% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling