+143.6%
VLO vs IRM
+34.4%
+109.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +5.2% | -0.5% | +5.7% | +5.2% |
| 30D | +22.6% | -8.1% | +30.7% | +23.3% |
| 3M | +43.8% | -9.7% | +53.4% | +44.8% |
| 6M | +65.7% | +10.0% | +55.8% | +63.3% |
| YTD | +131.1% | +43.0% | +88.1% | +112.4% |
| 1Y | +143.6% | +32.7% | +111.0% | +127.8% |
| All | +143.6% | +34.4% | +109.2% | +127.8% |
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