-71.8%
IRIX vs VT
+374.2%
-446.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | +0.4% | -1.9% | -1.8% |
| 30D | -16.7% | +1.0% | -17.6% | -17.4% |
| 3M | -39.1% | +2.4% | -41.5% | -40.3% |
| 6M | -50.4% | +12.0% | -62.4% | -54.2% |
| YTD | -38.6% | +15.3% | -53.9% | -44.5% |
| 1Y | -47.0% | +22.6% | -69.6% | -54.0% |
| 3Y | -60.9% | +74.7% | -135.6% | -73.3% |
| 5Y | -90.1% | +66.1% | -156.3% | -93.0% |
| 10Y | -95.3% | +225.0% | -320.3% | -97.7% |
| All | -71.8% | +374.2% | -446.0% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling