+432.7%
VLO vs IRM
+181.9%
+250.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -9.5% | -5.1% | -4.5% | -8.7% |
| 30D | -19.1% | -3.3% | -15.9% | -18.7% |
| 3M | +11.4% | -8.2% | +19.5% | +12.9% |
| 6M | +46.7% | -12.8% | +59.5% | +50.0% |
| YTD | +118.6% | +36.6% | +82.0% | +98.3% |
| 1Y | +99.9% | +11.9% | +88.0% | +90.7% |
| 3Y | +210.5% | +105.1% | +105.4% | +145.8% |
| 5Y | +432.7% | +182.4% | +250.3% | +279.3% |
| All | +432.7% | +181.9% | +250.8% | +279.3% |
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 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