+3.8%
VUG vs IRE
-97.7%
+101.5%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -13.5% | +13.3% | +0.4% |
| 7D | +4.4% | +11.1% | -6.7% | +3.5% |
| 30D | -7.3% | -75.2% | +67.8% | -3.0% |
| 3M | -4.2% | -86.4% | +82.1% | +2.1% |
| 6M | -1.6% | -94.8% | +93.3% | +6.4% |
| YTD | +4.9% | -93.3% | +98.2% | +8.9% |
| 1Y | +3.8% | -97.5% | +101.3% | +9.2% |
| All | +3.8% | -97.7% | +101.5% | +9.2% |
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 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