+218.9%
IRM vs VSXY
+37.5%
+181.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.7% |
| 7D | -1.4% | +0.1% | -1.6% | -1.5% |
| 30D | -7.4% | -18.7% | +11.3% | -5.7% |
| 3M | -7.4% | -4.0% | -3.4% | -7.4% |
| 6M | +8.7% | +67.5% | -58.8% | +1.3% |
| YTD | +40.9% | +39.7% | +1.3% | +33.3% |
| 1Y | +20.5% | +180.0% | -159.5% | +4.9% |
| 3Y | +101.7% | +337.3% | -235.6% | +58.1% |
| 5Y | +197.7% | +22.7% | +175.0% | +159.7% |
| All | +218.9% | +37.5% | +181.3% | +176.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling