+299.9%
IRT vs VT
+290.2%
+9.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | +0.4% | -1.8% | -1.8% |
| 30D | -5.9% | +1.0% | -6.8% | -6.7% |
| 3M | -1.7% | +2.4% | -4.0% | -4.2% |
| 6M | -1.7% | +12.0% | -13.7% | -12.2% |
| YTD | -5.9% | +15.3% | -21.2% | -18.2% |
| 1Y | -5.6% | +22.6% | -28.2% | -22.6% |
| 3Y | +8.9% | +74.7% | -65.8% | -36.1% |
| 5Y | -7.9% | +66.1% | -74.0% | -43.7% |
| 10Y | +170.6% | +225.0% | -54.5% | -5.9% |
| All | +299.9% | +290.2% | +9.6% | +29.7% |
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