+96.3%
VCIT vs IRM
+1,099.7%
-1,003.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.1% | +11.3% | +0.6% |
| 7D | +0.5% | -10.9% | +11.3% | +0.9% |
| 30D | +2.1% | -9.4% | +11.5% | +2.4% |
| 3M | -1.6% | -16.4% | +14.8% | -1.0% |
| 6M | -1.6% | -18.7% | +17.1% | -0.9% |
| YTD | -1.5% | +30.1% | -31.6% | -2.7% |
| 1Y | -0.4% | +8.5% | -8.9% | -0.9% |
| 3Y | +19.6% | +88.0% | -68.5% | +16.3% |
| 5Y | +3.3% | +167.6% | -164.3% | -0.8% |
| 10Y | +28.9% | +458.9% | -430.0% | +21.9% |
| All | +96.3% | +1,099.7% | -1,003.4% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling