+225.9%
VIK vs IRM
+59.2%
+166.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -0.8% | +3.0% | -3.8% | -2.1% |
| 30D | -18.0% | -5.2% | -12.8% | -16.1% |
| 3M | -5.8% | -8.0% | +2.2% | -2.6% |
| 6M | +17.2% | +9.2% | +8.0% | +11.9% |
| YTD | +19.1% | +41.0% | -21.9% | +0.8% |
| 1Y | +33.6% | +23.3% | +10.4% | +19.3% |
| All | +225.9% | +59.2% | +166.8% | +184.3% |
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