-99.7%
IRD vs VT
+345.0%
-444.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.1% | -2.0% | -1.7% |
| 7D | +9.9% | -4.2% | +14.0% | +15.2% |
| 30D | -8.4% | -5.8% | -2.6% | -2.0% |
| 3M | +6.1% | -5.2% | +11.3% | +12.6% |
| 6M | -22.9% | +0.1% | -23.0% | -22.9% |
| YTD | +99.5% | +8.2% | +91.3% | +84.3% |
| 1Y | +89.2% | +10.1% | +79.0% | +71.7% |
| 3Y | +46.4% | +69.7% | -23.3% | -15.8% |
| 5Y | -6.1% | +53.4% | -59.5% | -39.8% |
| 10Y | -94.4% | +219.2% | -313.7% | -98.5% |
| All | -99.7% | +345.0% | -444.7% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling