-78.1%
VFC vs IRM
+192.5%
-270.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.5% |
| 7D | +0.8% | +1.6% | -0.8% | -0.1% |
| 30D | -11.9% | -4.2% | -7.8% | -10.1% |
| 3M | -20.2% | -5.4% | -14.8% | -17.7% |
| 6M | -23.0% | +12.0% | -35.0% | -28.3% |
| YTD | -26.2% | +42.0% | -68.3% | -40.7% |
| 1Y | -13.3% | +29.9% | -43.2% | -27.6% |
| 3Y | -25.5% | +104.4% | -129.8% | -54.3% |
| 5Y | -78.1% | +191.0% | -269.1% | -88.9% |
| All | -78.1% | +192.5% | -270.6% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling