-97.5%
IREX vs VT
+11.0%
-108.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -4.1% | -30.3% | -3.0% |
| 7D | -57.2% | -4.2% | -53.0% | -38.2% |
| 30D | -84.1% | -5.8% | -78.3% | -71.9% |
| 3M | -84.3% | -5.2% | -79.1% | -72.5% |
| 6M | -94.7% | +0.1% | -94.9% | -92.5% |
| YTD | -93.0% | +8.2% | -101.2% | -93.1% |
| 1Y | -98.6% | +10.1% | -108.7% | -98.8% |
| All | -97.5% | +11.0% | -108.5% | -97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling