+938.2%
IRM vs VT
+345.0%
+593.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | -4.1% | -7.0% | -7.7% |
| 7D | -10.9% | -4.2% | -6.7% | -7.4% |
| 30D | -9.4% | -5.8% | -3.6% | -4.5% |
| 3M | -16.4% | -5.2% | -11.1% | -12.2% |
| 6M | -18.7% | +0.1% | -18.8% | -18.5% |
| YTD | +30.1% | +8.2% | +21.9% | +22.6% |
| 1Y | +8.5% | +10.1% | -1.6% | +1.0% |
| 3Y | +88.0% | +69.7% | +18.4% | +24.2% |
| 5Y | +167.6% | +53.4% | +114.2% | +91.5% |
| 10Y | +458.9% | +219.2% | +239.7% | +124.6% |
| All | +938.2% | +345.0% | +593.2% | +217.6% |
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