+53.4%
VT vs IRM
+173.7%
-120.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -0.8% |
| 7D | -4.2% | -10.9% | +6.7% | -0.9% |
| 30D | -5.8% | -9.4% | +3.6% | -3.1% |
| 3M | -5.2% | -16.4% | +11.1% | -0.4% |
| 6M | +0.1% | -18.7% | +18.8% | +5.8% |
| YTD | +8.2% | +30.1% | -21.9% | -1.7% |
| 1Y | +10.1% | +8.5% | +1.6% | +5.6% |
| 3Y | +69.7% | +88.0% | -18.4% | +28.2% |
| 5Y | +53.4% | +167.6% | -114.2% | +0.4% |
| All | +53.4% | +173.7% | -120.3% | +0.4% |
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