+14.6%
VWO vs IRE
-82.8%
+97.5%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.6% | -0.7% |
| 7D | +0.9% | +58.9% | -58.0% | -1.0% |
| 30D | +1.3% | +17.2% | -15.9% | +0.1% |
| 3M | +5.1% | -58.6% | +63.7% | +6.4% |
| 6M | +12.5% | -23.5% | +36.0% | +9.8% |
| YTD | +14.0% | -47.4% | +61.5% | +11.1% |
| All | +14.6% | -82.8% | +97.5% | +12.8% |
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 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