-95.2%
IRIX vs VT
+215.5%
-310.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.2% | -3.2% |
| 7D | -7.0% | -2.3% | -4.7% | -4.9% |
| 30D | -25.0% | -5.0% | -20.0% | -21.3% |
| 3M | -21.4% | -4.9% | -16.6% | -18.0% |
| 6M | -36.5% | -1.5% | -35.0% | -36.1% |
| YTD | -42.1% | +8.5% | -50.6% | -47.0% |
| 1Y | -37.1% | +11.4% | -48.5% | -43.7% |
| 3Y | -72.5% | +70.1% | -142.6% | -83.5% |
| 5Y | -93.0% | +53.7% | -146.7% | -95.4% |
| All | -95.2% | +215.5% | -310.7% | -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