+18.7%
IRM vs VSXY
+210.1%
-191.4%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.4% | -6.7% | +1.2% |
| 7D | +2.6% | +14.2% | -11.6% | +1.8% |
| 30D | +5.6% | +21.9% | -16.2% | +4.5% |
| 3M | -4.7% | +22.1% | -26.9% | -6.0% |
| 6M | -6.1% | +116.7% | -122.8% | -11.7% |
| YTD | +46.3% | +101.1% | -54.8% | +37.0% |
| 1Y | +18.7% | +208.0% | -189.3% | +9.3% |
| All | +18.7% | +210.1% | -191.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling