+611.0%
VRT vs IRM
+101.3%
+509.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.7% | +3.1% |
| 7D | +9.1% | -0.5% | +9.6% | +9.5% |
| 30D | +0.9% | -8.1% | +9.0% | +8.0% |
| 3M | -13.4% | -9.7% | -3.7% | -6.1% |
| 6M | +11.7% | +10.0% | +1.7% | +3.5% |
| YTD | +73.2% | +43.0% | +30.2% | +28.8% |
| 1Y | +123.4% | +32.7% | +90.7% | +74.4% |
| All | +611.0% | +101.3% | +509.7% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling