+167.6%
IRM vs VT
+53.2%
+114.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -6.8% |
| 7D | -10.9% | -4.2% | -6.7% | -6.5% |
| 30D | -9.4% | -5.8% | -3.6% | -3.2% |
| 3M | -16.4% | -5.2% | -11.1% | -11.1% |
| 6M | -18.7% | +0.1% | -18.8% | -18.4% |
| YTD | +30.1% | +8.2% | +21.9% | +20.7% |
| 1Y | +8.5% | +10.1% | -1.6% | -0.9% |
| 3Y | +88.0% | +69.7% | +18.4% | +12.4% |
| 5Y | +167.6% | +53.4% | +114.2% | +71.9% |
| All | +167.6% | +53.2% | +114.4% | +71.9% |
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 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