+96.3%
VTR vs IRM
+440.8%
-344.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.5% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | +1.1% | -7.4% | +8.5% | +4.7% |
| 3M | +7.9% | -7.4% | +15.3% | +11.0% |
| 6M | +6.2% | +8.7% | -2.5% | -0.5% |
| YTD | +17.7% | +40.9% | -23.2% | -4.5% |
| 1Y | +32.9% | +20.5% | +12.4% | +15.9% |
| 3Y | +129.7% | +101.7% | +28.0% | +37.7% |
| 5Y | +89.3% | +197.7% | -108.3% | -14.4% |
| All | +96.3% | +440.8% | -344.5% | -43.2% |
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