+31.2%
VCIT vs IRM
+520.0%
-488.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | -1.4% | +6.8% | -8.2% | -1.8% |
| 30D | +0.6% | +2.6% | -2.0% | +0.3% |
| 3M | -2.2% | -9.5% | +7.2% | -1.7% |
| 6M | -2.3% | -8.5% | +6.2% | -2.0% |
| YTD | -2.2% | +40.3% | -42.5% | -4.6% |
| 1Y | -1.4% | +28.7% | -30.0% | -3.3% |
| 3Y | +18.7% | +111.8% | -93.1% | +12.0% |
| 5Y | +3.6% | +189.1% | -185.5% | -4.4% |
| All | +31.2% | +520.0% | -488.8% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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