-68.7%
VFC vs IRM
+418.7%
-487.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -2.3% | +3.0% | -5.4% | -3.8% |
| 30D | -13.4% | -5.2% | -8.1% | -11.2% |
| 3M | -23.7% | -8.0% | -15.7% | -20.4% |
| 6M | -24.5% | +9.2% | -33.6% | -28.2% |
| YTD | -27.8% | +41.0% | -68.8% | -40.4% |
| 1Y | -13.5% | +23.3% | -36.7% | -24.0% |
| 3Y | -27.1% | +102.8% | -130.0% | -51.1% |
| 5Y | -79.0% | +192.8% | -271.8% | -88.4% |
| 10Y | -68.7% | +439.6% | -508.4% | -88.0% |
| All | -68.7% | +418.7% | -487.4% | -88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling