-47.5%
VFC vs IRM
+481.3%
-528.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +3.5% | -5.1% | +8.6% | +5.9% |
| 30D | +38.3% | -3.3% | +41.5% | +39.9% |
| 3M | +40.2% | -8.2% | +48.3% | +45.0% |
| 6M | +10.6% | -12.8% | +23.4% | +17.5% |
| YTD | +16.7% | +36.6% | -19.9% | -3.1% |
| 1Y | +45.0% | +11.9% | +33.1% | +33.3% |
| 3Y | +48.8% | +105.1% | -56.3% | -1.9% |
| 5Y | -67.6% | +182.4% | -250.0% | -82.0% |
| 10Y | -47.5% | +505.1% | -552.7% | -81.4% |
| All | -47.5% | +481.3% | -528.9% | -81.4% |
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