+1,041.2%
IRM vs VT
+374.2%
+667.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.8% |
| 30D | -8.1% | +1.0% | -9.1% | -8.8% |
| 3M | -9.7% | +2.4% | -12.0% | -11.4% |
| 6M | +10.0% | +12.0% | -2.0% | +0.4% |
| YTD | +43.0% | +15.3% | +27.7% | +27.4% |
| 1Y | +32.7% | +22.6% | +10.1% | +12.7% |
| 3Y | +102.7% | +74.7% | +28.0% | +30.1% |
| 5Y | +187.6% | +66.1% | +121.4% | +92.0% |
| 10Y | +420.1% | +225.0% | +195.1% | +104.5% |
| All | +1,041.2% | +374.2% | +667.0% | +229.8% |
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