+2.2%
VUG vs IRE
-97.2%
+99.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +39.6% | -38.7% | -0.9% |
| 7D | -3.4% | -27.2% | +23.8% | -2.9% |
| 30D | -11.1% | -75.1% | +64.0% | -7.0% |
| 3M | -7.2% | -77.9% | +70.6% | -3.3% |
| 6M | -4.1% | -94.6% | +90.4% | +3.0% |
| YTD | +1.4% | -91.5% | +92.9% | +4.2% |
| 1Y | +1.9% | -97.8% | +99.7% | +8.2% |
| All | +2.2% | -97.2% | +99.4% | +6.9% |
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