+0.1%
VT vs IRM
-17.5%
+17.7%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -11.1% | +7.0% | -1.2% |
| 7D | -4.2% | -10.9% | +6.7% | -1.3% |
| 30D | -5.8% | -9.4% | +3.6% | -3.4% |
| 3M | -5.2% | -16.4% | +11.1% | -1.3% |
| 6M | +0.1% | -18.7% | +18.8% | +5.0% |
| All | +0.1% | -17.5% | +17.7% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling