-8.2%
VFC vs IRM
+34.4%
-42.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.5% |
| 30D | -11.6% | -8.1% | -3.6% | -9.2% |
| 3M | -18.1% | -9.7% | -8.4% | -15.6% |
| 6M | -27.4% | +10.0% | -37.3% | -28.9% |
| YTD | -24.8% | +43.0% | -67.8% | -30.1% |
| 1Y | -8.2% | +32.7% | -40.9% | -11.3% |
| All | -8.2% | +34.4% | -42.6% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling