+28.8%
VCIT vs IRM
+418.8%
-390.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.3% | -0.5% | +0.1% | -0.3% |
| 30D | -0.8% | -8.1% | +7.3% | -0.3% |
| 3M | -1.0% | -9.7% | +8.7% | -0.5% |
| 6M | -1.8% | +10.0% | -11.8% | -2.6% |
| YTD | -0.7% | +43.0% | -43.7% | -3.1% |
| 1Y | +1.0% | +32.7% | -31.7% | -1.1% |
| 3Y | +18.8% | +102.7% | -83.9% | +12.5% |
| 5Y | +3.5% | +187.6% | -184.1% | -4.5% |
| All | +28.8% | +418.8% | -390.0% | +14.5% |
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