+699.4%
IRM vs VTEB
+26.0%
+673.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | +3.0% | -0.7% | +3.7% | +4.0% |
| 30D | -5.2% | -2.1% | -3.1% | -2.6% |
| 3M | -8.0% | -2.7% | -5.4% | -4.7% |
| 6M | +9.2% | -2.1% | +11.3% | +12.4% |
| YTD | +41.0% | -1.1% | +42.1% | +43.4% |
| 1Y | +23.3% | +1.3% | +21.9% | +21.6% |
| 3Y | +102.8% | +9.0% | +93.8% | +83.3% |
| 5Y | +192.8% | +1.5% | +191.3% | +185.5% |
| 10Y | +439.6% | +18.5% | +421.1% | +372.9% |
| All | +699.4% | +26.0% | +673.4% | +614.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling