-14.4%
VFC vs IRM
+20.9%
-35.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.6% |
| 7D | -4.0% | -1.8% | -2.1% | -3.3% |
| 30D | -14.6% | -7.8% | -6.9% | -12.4% |
| 3M | -23.1% | -7.9% | -15.2% | -20.8% |
| 6M | -25.2% | +6.3% | -31.6% | -26.1% |
| YTD | -29.5% | +38.2% | -67.6% | -34.6% |
| 1Y | -14.4% | +19.8% | -34.2% | -17.7% |
| All | -14.4% | +20.9% | -35.3% | -17.7% |
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