+938.9%
VLO vs IRM
+418.7%
+520.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +6.2% | +3.0% | +3.2% | +5.1% |
| 30D | +23.5% | -5.2% | +28.7% | +25.7% |
| 3M | +53.9% | -8.0% | +61.9% | +57.7% |
| 6M | +81.7% | +9.2% | +72.5% | +73.0% |
| YTD | +142.5% | +41.0% | +101.5% | +107.6% |
| 1Y | +145.4% | +23.3% | +122.2% | +120.4% |
| 3Y | +197.3% | +102.8% | +94.5% | +107.9% |
| 5Y | +614.6% | +192.8% | +421.8% | +306.0% |
| 10Y | +938.9% | +439.6% | +499.2% | +309.0% |
| All | +938.9% | +418.7% | +520.2% | +309.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling