-96.1%
IRD vs VT
+224.5%
-320.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +26.6% | +0.4% | +26.1% | +26.1% |
| 30D | +23.5% | +1.0% | +22.6% | +22.5% |
| 3M | +0.6% | +2.4% | -1.7% | -1.2% |
| 6M | +2.2% | +12.0% | -9.8% | -7.1% |
| YTD | +132.3% | +15.3% | +117.0% | +106.1% |
| 1Y | +264.8% | +22.6% | +242.3% | +208.0% |
| 3Y | +19.1% | +74.7% | -55.5% | -24.4% |
| 5Y | +7.4% | +66.1% | -58.8% | -29.5% |
| All | -96.1% | +224.5% | -320.6% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling