+960.3%
VTI vs IRM
+2,517.8%
-1,557.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -2.0% | -0.9% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | 0.0% | -8.1% | +8.1% | +2.7% |
| 3M | +2.0% | -9.7% | +11.7% | +5.1% |
| 6M | +13.0% | +10.0% | +3.0% | +8.4% |
| YTD | +13.9% | +43.0% | -29.1% | -0.6% |
| 1Y | +20.0% | +32.7% | -12.7% | +6.9% |
| 3Y | +75.8% | +102.7% | -26.9% | +31.8% |
| 5Y | +73.8% | +187.6% | -113.7% | +13.5% |
| 10Y | +297.5% | +420.1% | -122.6% | +100.2% |
| All | +960.3% | +2,517.8% | -1,557.5% | +159.5% |
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