-61.4%
IRWD vs VT
+436.1%
-497.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +6.0% |
| 7D | +4.4% | -0.3% | +4.7% | +4.9% |
| 30D | +3.3% | -1.4% | +4.7% | +4.9% |
| 3M | -12.5% | -1.4% | -11.1% | -11.2% |
| 6M | -17.9% | +5.5% | -23.3% | -21.9% |
| YTD | +11.9% | +12.8% | -1.0% | +0.4% |
| 1Y | +101.6% | +15.4% | +86.2% | +77.5% |
| 3Y | -60.3% | +76.9% | -137.2% | -76.9% |
| 5Y | -70.0% | +60.4% | -130.4% | -81.1% |
| 10Y | -66.8% | +232.8% | -299.6% | -90.6% |
| All | -61.4% | +436.1% | -497.4% | -93.4% |
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