+9.4%
VIK vs IRM
-8.5%
+17.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | +2.7% | +6.8% | -4.1% | -0.1% |
| 30D | +8.8% | +2.6% | +6.2% | +8.0% |
| 3M | -15.3% | -9.5% | -5.8% | -11.8% |
| 6M | +9.4% | -8.5% | +17.9% | +12.5% |
| All | +9.4% | -8.5% | +17.8% | +12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling