+32.7%
IRM vs VTEB
+3.1%
+29.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.5% |
| 7D | -0.5% | -0.8% | +0.3% | +2.1% |
| 30D | -8.1% | -1.3% | -6.7% | -4.0% |
| 3M | -9.7% | -2.1% | -7.5% | -2.8% |
| 6M | +10.0% | -1.7% | +11.7% | +16.6% |
| YTD | +43.0% | -0.6% | +43.6% | +45.5% |
| 1Y | +32.7% | +3.1% | +29.6% | +28.8% |
| All | +32.7% | +3.1% | +29.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling