-95.0%
IRIX vs VT
+214.8%
-309.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -1.7% |
| 7D | -5.6% | -4.2% | -1.4% | -1.6% |
| 30D | 0.0% | -5.8% | +5.8% | +5.7% |
| 3M | -19.0% | -5.2% | -13.8% | -15.2% |
| 6M | -35.2% | +0.1% | -35.4% | -35.9% |
| YTD | -40.4% | +8.2% | -48.6% | -45.2% |
| 1Y | -35.2% | +10.1% | -45.4% | -41.4% |
| 3Y | -71.1% | +69.7% | -140.7% | -82.6% |
| 5Y | -92.7% | +53.4% | -146.1% | -95.2% |
| All | -95.0% | +214.8% | -309.8% | -98.0% |
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 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