+1,855.0%
VRT vs IRM
+381.8%
+1,473.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.1% | -3.1% |
| 7D | -17.7% | -5.1% | -12.6% | -14.8% |
| 30D | -20.0% | -3.3% | -16.7% | -17.9% |
| 3M | -28.1% | -8.2% | -19.9% | -23.8% |
| 6M | -42.8% | -12.8% | -30.1% | -37.7% |
| YTD | +20.0% | +36.6% | -16.6% | +2.0% |
| 1Y | +3.5% | +11.9% | -8.4% | -1.9% |
| 3Y | +366.1% | +105.1% | +261.0% | +234.7% |
| 5Y | +632.2% | +182.4% | +449.8% | +366.0% |
| All | +1,855.0% | +381.8% | +1,473.1% | +920.5% |
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