+28.9%
VCIT vs IRM
+456.9%
-428.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +0.1% | -8.6% | +8.7% | +0.6% |
| 30D | +1.9% | -8.0% | +9.9% | +2.4% |
| 3M | -1.4% | -12.0% | +10.5% | -0.8% |
| 6M | -2.1% | -18.2% | +16.0% | -1.1% |
| YTD | -1.6% | +31.4% | -33.0% | -3.6% |
| 1Y | -0.9% | +9.2% | -10.1% | -1.8% |
| 3Y | +20.0% | +94.6% | -74.6% | +13.7% |
| 5Y | +3.1% | +170.2% | -167.0% | -4.5% |
| All | +28.9% | +456.9% | -428.0% | +13.0% |
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