-91.5%
IREG vs VT
+12.4%
-103.8%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -0.6% | -12.2% | -8.2% |
| 7D | +10.1% | +2.9% | +7.2% | -12.1% |
| 30D | -74.7% | -2.5% | -72.2% | -66.0% |
| 3M | -85.6% | -3.3% | -82.3% | -78.7% |
| 6M | -94.2% | +1.5% | -95.7% | -92.9% |
| YTD | -91.8% | +11.4% | -103.1% | -94.3% |
| All | -91.5% | +12.4% | -103.8% | -94.8% |
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