+98.0%
VCIT vs IRM
+1,218.6%
-1,120.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -1.0% | -9.7% | +8.7% | -0.7% |
| 6M | -1.8% | +10.0% | -11.8% | -2.3% |
| YTD | -0.7% | +43.0% | -43.7% | -2.2% |
| 1Y | +1.0% | +32.7% | -31.7% | -0.3% |
| 3Y | +18.8% | +102.7% | -83.9% | +15.3% |
| 5Y | +3.5% | +187.6% | -184.1% | -0.9% |
| 10Y | +29.2% | +420.1% | -390.9% | +21.8% |
| All | +98.0% | +1,218.6% | -1,120.7% | +89.7% |
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