-24.4%
VFC vs IRM
+101.3%
-125.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.7% | +1.5% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.6% | -8.1% | -3.6% | -7.8% |
| 3M | -18.1% | -9.7% | -8.4% | -13.7% |
| 6M | -27.4% | +10.0% | -37.3% | -31.6% |
| YTD | -24.8% | +43.0% | -67.8% | -39.8% |
| 1Y | -8.2% | +32.7% | -40.9% | -24.4% |
| All | -24.4% | +101.3% | -125.7% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling