+17.5%
IROC vs VT
+84.8%
-67.3%
-6.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +1.0% | -2.3% | +3.3% | +1.1% |
| 30D | +4.7% | -5.0% | +9.7% | +5.0% |
| 3M | -0.8% | -4.9% | +4.1% | -0.6% |
| 6M | -0.1% | -1.5% | +1.5% | 0.0% |
| YTD | +2.1% | +8.5% | -6.4% | +1.7% |
| 1Y | +2.6% | +11.4% | -8.8% | +2.1% |
| 3Y | +17.9% | +70.1% | -52.1% | +14.6% |
| All | +17.5% | +84.8% | -67.3% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling