+6.0%
VUG vs IRE
-97.5%
+103.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +12.1% | -10.5% | +1.1% |
| 7D | -1.1% | -15.1% | +14.1% | -0.9% |
| 30D | -7.0% | -71.4% | +64.4% | -3.3% |
| 3M | -3.7% | -81.2% | +77.5% | +1.1% |
| 6M | -1.6% | -93.7% | +92.1% | +5.3% |
| YTD | +5.1% | -92.2% | +97.4% | +8.4% |
| 1Y | +3.8% | -97.3% | +101.0% | +9.4% |
| All | +6.0% | -97.5% | +103.4% | +11.2% |
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 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