+647.0%
VRT vs IRM
+185.3%
+461.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.1% | +5.6% | +6.3% |
| 7D | -10.6% | -3.8% | -6.8% | -7.4% |
| 30D | -17.4% | -3.2% | -14.2% | -14.6% |
| 3M | -26.4% | -7.8% | -18.6% | -20.6% |
| 6M | -41.0% | -12.7% | -28.3% | -33.7% |
| YTD | +23.8% | +36.7% | -12.9% | -3.9% |
| 1Y | +11.6% | +10.0% | +1.6% | +3.2% |
| 3Y | +403.5% | +107.2% | +296.3% | +175.8% |
| 5Y | +647.0% | +181.6% | +465.5% | +211.7% |
| All | +647.0% | +185.3% | +461.7% | +211.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling