+434.2%
IRM vs VTEB
+17.9%
+416.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.7% | +1.5% |
| 7D | -1.4% | -0.9% | -0.5% | -0.2% |
| 30D | -7.4% | -2.5% | -4.9% | -4.1% |
| 3M | -7.4% | -3.0% | -4.4% | -3.4% |
| 6M | +8.7% | -2.1% | +10.8% | +12.1% |
| YTD | +40.9% | -1.5% | +42.4% | +44.2% |
| 1Y | +20.5% | +0.2% | +20.3% | +20.7% |
| 3Y | +101.7% | +8.6% | +93.2% | +82.6% |
| 5Y | +197.7% | +1.2% | +196.5% | +191.5% |
| All | +434.2% | +17.9% | +416.3% | +373.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling