+5.8%
VWO vs IRE
-97.8%
+103.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -13.5% | +12.1% | -0.8% |
| 7D | +4.0% | +11.1% | -7.1% | +3.2% |
| 30D | -5.4% | -75.2% | +69.7% | -1.4% |
| 3M | -6.4% | -86.4% | +80.0% | -0.7% |
| 6M | -4.7% | -94.8% | +90.1% | +2.6% |
| YTD | +5.3% | -93.3% | +98.6% | +9.6% |
| 1Y | +4.3% | -97.5% | +101.8% | +9.8% |
| All | +5.8% | -97.8% | +103.6% | +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