+601.6%
VLO vs IRM
+192.5%
+409.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +3.9% | +3.4% |
| 7D | +5.8% | +1.6% | +4.1% | +5.4% |
| 30D | +28.3% | -4.2% | +32.5% | +29.4% |
| 3M | +48.7% | -5.4% | +54.1% | +50.0% |
| 6M | +71.9% | +12.0% | +59.9% | +65.7% |
| YTD | +138.7% | +42.0% | +96.6% | +115.7% |
| 1Y | +148.5% | +29.9% | +118.6% | +129.0% |
| 3Y | +192.7% | +104.4% | +88.3% | +133.7% |
| 5Y | +601.6% | +191.0% | +410.6% | +444.7% |
| All | +601.6% | +192.5% | +409.1% | +444.7% |
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