+11.7%
VXUS vs IRE
-98.0%
+109.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -33.9% | +30.3% | -2.4% |
| 7D | -3.4% | -57.1% | +53.7% | -0.8% |
| 30D | -5.8% | -84.4% | +78.6% | 0.0% |
| 3M | -6.4% | -85.0% | +78.5% | -1.1% |
| 6M | -2.5% | -95.2% | +92.7% | +5.0% |
| YTD | +7.9% | -93.9% | +101.8% | +13.3% |
| 1Y | +11.5% | -98.8% | +110.3% | +19.0% |
| All | +11.7% | -98.0% | +109.7% | +18.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling