+29.9%
IRM vs VLTO
-9.1%
+39.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +1.6% | -1.6% | +3.2% | +1.5% |
| 30D | -4.2% | -2.9% | -1.3% | -4.4% |
| 3M | -5.4% | +12.7% | -18.0% | -5.4% |
| 6M | +12.0% | +1.6% | +10.4% | +11.6% |
| YTD | +42.0% | -4.0% | +46.0% | +42.5% |
| 1Y | +29.9% | -10.2% | +40.0% | +28.8% |
| All | +29.9% | -9.1% | +39.0% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VLTO 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling