-96.6%
IREX vs VT
+14.2%
-110.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -21.5% |
| 7D | -14.8% | +0.4% | -15.2% | -17.4% |
| 30D | -69.9% | -2.6% | -67.3% | -59.8% |
| 3M | -80.7% | -3.2% | -77.5% | -72.0% |
| 6M | -94.1% | +0.9% | -95.0% | -92.6% |
| YTD | -90.3% | +11.3% | -101.7% | -92.5% |
| 1Y | -97.1% | +14.0% | -111.1% | -98.1% |
| All | -96.6% | +14.2% | -110.8% | -97.6% |
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 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