+266.0%
IRTC vs VT
+224.4%
+41.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.1% | +1.9% | +1.7% |
| 7D | -33.8% | -0.7% | -33.1% | -33.5% |
| 30D | -16.9% | -1.7% | -15.1% | -15.3% |
| 3M | -27.2% | -2.3% | -24.9% | -25.4% |
| 6M | -24.1% | +1.5% | -25.6% | -26.6% |
| YTD | -50.0% | +12.0% | -62.1% | -57.5% |
| 1Y | -49.7% | +12.9% | -62.6% | -57.6% |
| 3Y | +22.4% | +74.9% | -52.5% | -41.6% |
| 5Y | -16.7% | +59.9% | -76.6% | -54.2% |
| 10Y | +266.0% | +224.6% | +41.4% | +9.7% |
| All | +266.0% | +224.4% | +41.6% | +9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling