+223.5%
IRM vs VSXY
+37.4%
+186.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +1.4% |
| 7D | -0.5% | -14.0% | +13.5% | +0.9% |
| 30D | -8.1% | -15.9% | +7.8% | -6.8% |
| 3M | -9.7% | +3.4% | -13.1% | -10.4% |
| 6M | +10.0% | +25.9% | -15.9% | +5.4% |
| YTD | +43.0% | +39.5% | +3.5% | +35.2% |
| 1Y | +32.7% | +194.4% | -161.7% | +14.9% |
| 3Y | +102.7% | +281.4% | -178.7% | +61.8% |
| 5Y | +187.6% | +12.8% | +174.8% | +151.1% |
| All | +223.5% | +37.4% | +186.2% | +180.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling