+377.4%
VT vs IRM
+1,018.6%
-641.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.6% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +1.0% | -8.1% | +9.1% | +3.9% |
| 3M | +2.4% | -9.7% | +12.0% | +5.7% |
| 6M | +12.0% | +10.0% | +2.0% | +7.3% |
| YTD | +15.3% | +43.0% | -27.7% | 0.0% |
| 1Y | +22.6% | +32.7% | -10.1% | +8.5% |
| 3Y | +74.7% | +102.7% | -28.0% | +28.2% |
| 5Y | +66.1% | +187.6% | -121.4% | +4.6% |
| 10Y | +225.0% | +420.1% | -195.1% | +52.4% |
| All | +377.4% | +1,018.6% | -641.2% | +35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling