+213.7%
VT vs IRM
+456.9%
-243.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.1% |
| 7D | -2.3% | -8.6% | +6.3% | +0.3% |
| 30D | -5.0% | -8.0% | +3.0% | -2.7% |
| 3M | -4.9% | -12.0% | +7.1% | -1.4% |
| 6M | -1.5% | -18.2% | +16.6% | +4.0% |
| YTD | +8.5% | +31.4% | -22.9% | -1.9% |
| 1Y | +11.4% | +9.2% | +2.2% | +6.6% |
| 3Y | +70.1% | +94.6% | -24.5% | +30.5% |
| 5Y | +53.7% | +170.2% | -116.4% | +4.1% |
| All | +213.7% | +456.9% | -243.2% | +61.7% |
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 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