+2,545.5%
VRT vs IRM
+397.3%
+2,148.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.7% | -8.9% | -9.2% |
| 7D | +2.4% | +3.0% | -0.6% | +0.8% |
| 30D | -2.7% | -5.2% | +2.5% | +0.5% |
| 3M | -9.2% | -8.0% | -1.1% | -4.6% |
| 6M | -0.5% | +9.2% | -9.7% | -4.9% |
| YTD | +62.3% | +41.0% | +21.3% | +34.5% |
| 1Y | +109.6% | +23.3% | +86.3% | +86.3% |
| 3Y | +573.1% | +102.8% | +470.2% | +380.6% |
| 5Y | +953.6% | +192.8% | +760.9% | +552.0% |
| All | +2,545.5% | +397.3% | +2,148.2% | +1,246.2% |
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