-72.6%
IRIX vs VT
+345.0%
-417.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.1% | -1.5% | -2.8% |
| 7D | -5.6% | -4.2% | -1.4% | -2.7% |
| 30D | 0.0% | -5.8% | +5.8% | +4.1% |
| 3M | -19.0% | -5.2% | -13.8% | -16.2% |
| 6M | -35.2% | +0.1% | -35.4% | -35.6% |
| YTD | -40.4% | +8.2% | -48.6% | -43.7% |
| 1Y | -35.2% | +10.1% | -45.4% | -39.5% |
| 3Y | -71.1% | +69.7% | -140.7% | -79.7% |
| 5Y | -92.7% | +53.4% | -146.1% | -94.6% |
| 10Y | -94.9% | +219.2% | -314.1% | -97.5% |
| All | -72.6% | +345.0% | -417.6% | -89.8% |
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 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